+183.5%
EXC vs CG
+295.0%
-111.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -1.4% | -3.8% | +2.5% | -0.8% |
| 30D | +8.3% | +7.5% | +0.8% | +6.9% |
| 3M | +2.6% | -14.4% | +17.0% | +4.9% |
| 6M | +5.2% | -15.7% | +20.8% | +7.5% |
| YTD | +7.5% | -29.0% | +36.5% | +12.5% |
| 1Y | +3.2% | -22.1% | +25.3% | +6.0% |
| 3Y | +29.5% | +49.1% | -19.6% | +12.4% |
| 5Y | +39.7% | -18.4% | +58.0% | +33.7% |
| 10Y | +200.1% | +295.1% | -95.0% | +110.2% |
| All | +183.5% | +295.0% | -111.5% | +90.8% |
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