+47.6%
EXC vs CG
+10.1%
+37.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.9% |
| 7D | +0.3% | -4.3% | +4.6% | +0.6% |
| 30D | -3.7% | -5.1% | +1.4% | -3.4% |
| 3M | -1.3% | +8.7% | -10.0% | -2.1% |
| 6M | -9.7% | -9.2% | -0.5% | -9.2% |
| YTD | +2.9% | -18.9% | +21.8% | +4.3% |
| 1Y | +4.4% | -25.6% | +30.0% | +6.4% |
| 3Y | +22.2% | +57.3% | -35.1% | +10.4% |
| All | +47.6% | +10.1% | +37.5% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling