+41.6%
D vs CG
+290.3%
-248.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +3.0% | -1.2% | +4.2% | +3.1% |
| 30D | +11.5% | +5.0% | +6.5% | +10.7% |
| 3M | +3.7% | -18.2% | +21.9% | +6.5% |
| 6M | +13.5% | -20.7% | +34.3% | +16.8% |
| YTD | +20.7% | -31.4% | +52.1% | +26.2% |
| 1Y | +18.2% | -22.3% | +40.5% | +21.0% |
| 3Y | +73.3% | +50.2% | +23.1% | +54.6% |
| 5Y | +12.3% | -22.1% | +34.3% | +8.8% |
| All | +41.6% | +290.3% | -248.7% | +14.1% |
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