+52.4%
CL vs CG
+362.4%
-310.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.3% |
| 7D | -2.2% | -4.3% | +2.1% | -1.8% |
| 30D | -4.8% | -5.1% | +0.2% | -4.5% |
| 3M | +4.9% | +8.7% | -3.8% | +4.0% |
| 6M | -5.7% | -9.2% | +3.5% | -5.2% |
| YTD | +14.4% | -18.9% | +33.2% | +15.9% |
| 1Y | +8.7% | -25.6% | +34.4% | +10.8% |
| 3Y | +30.0% | +57.3% | -27.3% | +19.7% |
| 5Y | +28.4% | +10.2% | +18.2% | +21.1% |
| All | +52.4% | +362.4% | -310.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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