+192.7%
EXC vs CG
+274.5%
-81.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.8% |
| 7D | -1.9% | -1.5% | -0.4% | -1.7% |
| 30D | +7.8% | +5.7% | +2.1% | +6.6% |
| 3M | +1.9% | -17.9% | +19.7% | +5.1% |
| 6M | +3.4% | -20.2% | +23.6% | +6.9% |
| YTD | +7.6% | -32.0% | +39.6% | +13.8% |
| 1Y | +2.1% | -27.0% | +29.1% | +6.4% |
| 3Y | +29.6% | +42.8% | -13.2% | +10.5% |
| 5Y | +39.5% | -23.4% | +62.9% | +35.3% |
| All | +192.7% | +274.5% | -81.9% | +103.3% |
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