+160.8%
EXC vs CG
+324.5%
-163.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.1% |
| 7D | +0.3% | -6.4% | +6.8% | +1.5% |
| 30D | -0.9% | -7.1% | +6.2% | +0.3% |
| 3M | -2.7% | -1.6% | -1.1% | -2.8% |
| 6M | -9.4% | -8.3% | -1.0% | -8.6% |
| YTD | +3.0% | -23.8% | +26.8% | +7.0% |
| 1Y | +5.1% | -28.7% | +33.9% | +10.2% |
| 3Y | +20.6% | +49.2% | -28.6% | +2.7% |
| 5Y | +45.7% | +5.5% | +40.2% | +30.1% |
| 10Y | +160.8% | +331.2% | -170.4% | +74.6% |
| All | +160.8% | +324.5% | -163.7% | +74.6% |
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