+79.8%
F vs CG
+290.3%
-210.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.4% |
| 7D | +1.6% | -1.2% | +2.7% | +2.0% |
| 30D | +2.6% | +5.0% | -2.4% | 0.0% |
| 3M | -8.8% | -18.2% | +9.4% | -0.2% |
| 6M | +4.6% | -20.7% | +25.3% | +15.4% |
| YTD | -1.9% | -31.4% | +29.5% | +14.7% |
| 1Y | -0.8% | -22.3% | +21.5% | +8.7% |
| 3Y | +43.5% | +50.2% | -6.7% | +4.3% |
| 5Y | -12.1% | -22.1% | +10.0% | -13.5% |
| All | +79.8% | +290.3% | -210.5% | -14.3% |
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