+121.7%
EW vs CG
+345.5%
-223.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -2.9% |
| 7D | -4.4% | -1.3% | -3.2% | -4.1% |
| 30D | -3.3% | -3.2% | -0.2% | -2.6% |
| 3M | +1.0% | +6.2% | -5.2% | -1.4% |
| 6M | +6.2% | -4.7% | +10.9% | +6.7% |
| YTD | +1.7% | -20.6% | +22.3% | +7.3% |
| 1Y | +8.1% | -26.4% | +34.5% | +16.1% |
| 3Y | +17.1% | +55.4% | -38.3% | -8.4% |
| 5Y | -29.4% | +9.8% | -39.2% | -39.4% |
| 10Y | +121.7% | +341.4% | -219.6% | +20.7% |
| All | +121.7% | +345.5% | -223.8% | +20.7% |
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