+284.9%
IR vs CG
+273.1%
+11.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -0.6% |
| 7D | +0.6% | -1.3% | +1.9% | +1.2% |
| 30D | -13.6% | -3.2% | -10.5% | -12.5% |
| 3M | +3.7% | +6.2% | -2.5% | +0.4% |
| 6M | -13.1% | -4.7% | -8.4% | -11.9% |
| YTD | -5.1% | -20.6% | +15.5% | +4.0% |
| 1Y | -6.5% | -26.4% | +19.9% | +5.7% |
| 3Y | +8.5% | +55.4% | -46.9% | -17.4% |
| 5Y | +43.3% | +9.8% | +33.5% | +22.7% |
| All | +284.9% | +273.1% | +11.7% | +87.2% |
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