+153.5%
CG vs USFR
+28.6%
+124.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +8.5% | +0.4% | +8.1% | +8.4% |
| 3M | -12.1% | +1.1% | -13.2% | -12.5% |
| 6M | -16.4% | +2.1% | -18.5% | -17.0% |
| YTD | -28.0% | +3.4% | -31.4% | -28.8% |
| 1Y | -18.9% | +4.1% | -23.0% | -20.1% |
| 3Y | +51.2% | +14.4% | +36.8% | +44.0% |
| 5Y | -15.9% | +21.4% | -37.3% | -21.8% |
| 10Y | +305.9% | +28.5% | +277.4% | +269.1% |
| All | +153.5% | +28.6% | +124.9% | +129.1% |
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