+171.3%
EXC vs CG
+351.2%
-179.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.8% |
| 7D | +0.3% | -4.3% | +4.6% | +1.0% |
| 30D | -3.7% | -5.1% | +1.4% | -3.0% |
| 3M | -1.3% | +8.7% | -10.0% | -3.0% |
| 6M | -9.7% | -9.2% | -0.5% | -8.8% |
| YTD | +2.9% | -18.9% | +21.8% | +5.5% |
| 1Y | +4.4% | -25.6% | +30.0% | +8.3% |
| 3Y | +22.2% | +57.3% | -35.1% | +5.6% |
| 5Y | +46.7% | +10.2% | +36.6% | +32.2% |
| 10Y | +155.3% | +364.2% | -208.9% | +74.7% |
| All | +171.3% | +351.2% | -179.9% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling