+95.1%
F vs CG
+362.4%
-267.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.2% |
| 7D | +5.3% | -4.3% | +9.7% | +7.5% |
| 30D | +4.6% | -5.1% | +9.7% | +7.0% |
| 3M | -3.7% | +8.7% | -12.3% | -8.4% |
| 6M | +16.8% | -9.2% | +26.1% | +20.8% |
| YTD | +15.3% | -18.9% | +34.2% | +24.7% |
| 1Y | +31.0% | -25.6% | +56.6% | +47.1% |
| 3Y | +45.4% | +57.3% | -11.8% | +4.2% |
| 5Y | +54.7% | +10.2% | +44.5% | +28.8% |
| All | +95.1% | +362.4% | -267.3% | -14.4% |
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