+69.0%
F vs CG
+299.0%
-230.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.4% |
| 7D | -2.1% | -3.8% | +1.7% | -0.5% |
| 30D | +3.3% | +7.5% | -4.2% | -0.6% |
| 3M | -11.3% | -14.4% | +3.1% | -5.1% |
| 6M | +5.3% | -15.7% | +21.0% | +12.7% |
| YTD | -2.2% | -29.0% | +26.7% | +12.2% |
| 1Y | -3.5% | -22.1% | +18.6% | +5.5% |
| 3Y | +49.5% | +49.1% | +0.4% | +9.2% |
| 5Y | -13.5% | -18.4% | +4.9% | -16.9% |
| 10Y | +69.0% | +295.1% | -226.1% | -20.1% |
| All | +69.0% | +299.0% | -230.0% | -20.1% |
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