+199.5%
EXC vs CG
+304.6%
-105.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | 0.0% |
| 7D | +0.1% | +2.0% | -1.9% | -0.4% |
| 30D | +9.0% | +8.5% | +0.5% | +7.3% |
| 3M | +3.3% | -12.1% | +15.4% | +5.3% |
| 6M | +5.7% | -16.4% | +22.1% | +8.4% |
| YTD | +7.3% | -28.0% | +35.3% | +12.4% |
| 1Y | +2.9% | -18.9% | +21.8% | +5.2% |
| 3Y | +29.3% | +51.2% | -21.9% | +9.1% |
| 5Y | +40.1% | -15.9% | +55.9% | +33.0% |
| All | +199.5% | +304.6% | -105.1% | +102.7% |
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