+341.4%
CG vs SM
+12.3%
+329.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.7% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -3.2% | +31.5% | -34.7% | -7.4% |
| 3M | +6.2% | +17.3% | -11.1% | +2.7% |
| 6M | -4.7% | +48.5% | -53.2% | -12.1% |
| YTD | -20.6% | +106.3% | -126.9% | -30.9% |
| 1Y | -26.4% | +47.3% | -73.7% | -32.6% |
| 3Y | +55.4% | -1.4% | +56.8% | +49.4% |
| 5Y | +9.8% | +114.0% | -104.2% | -7.6% |
| 10Y | +341.4% | +12.5% | +328.9% | +178.5% |
| All | +341.4% | +12.3% | +329.0% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling