+141.7%
CG vs USFR
+28.6%
+113.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +11.2% | +0.4% | +10.8% | +11.0% |
| 3M | -22.1% | +1.1% | -23.1% | -22.4% |
| 6M | -17.9% | +2.0% | -20.0% | -18.5% |
| YTD | -31.3% | +3.5% | -34.8% | -32.1% |
| 1Y | -24.0% | +4.1% | -28.1% | -25.1% |
| 3Y | +45.0% | +14.4% | +30.6% | +38.0% |
| 5Y | -22.6% | +21.4% | -44.1% | -28.1% |
| 10Y | +282.1% | +28.6% | +253.6% | +247.5% |
| All | +141.7% | +28.6% | +113.1% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 all: compounded portfolio wealth divided by compounded USFR 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…
all analysis · Full analysis span regression · 6 months rolling