+345.2%
IR vs CG
+243.6%
+101.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.6% | -1.9% | +1.6% |
| 7D | +5.0% | +3.0% | +2.0% | +3.4% |
| 30D | +10.3% | +10.1% | +0.2% | +5.1% |
| 3M | -0.1% | -10.8% | +10.8% | +4.6% |
| 6M | +14.8% | -15.2% | +30.0% | +22.6% |
| YTD | +9.7% | -26.9% | +36.7% | +24.3% |
| 1Y | +12.2% | -17.0% | +29.3% | +19.6% |
| 3Y | +30.0% | +54.6% | -24.7% | -1.4% |
| 5Y | +46.8% | -16.7% | +63.6% | +43.3% |
| All | +345.2% | +243.6% | +101.6% | +123.8% |
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 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