+89.2%
IT vs CG
+278.5%
-189.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.3% |
| 7D | +1.1% | +0.2% | +0.9% | +0.9% |
| 30D | -1.8% | +11.2% | -13.0% | -5.7% |
| 3M | +4.8% | -22.1% | +26.9% | +14.9% |
| 6M | +33.0% | -17.9% | +50.9% | +42.0% |
| YTD | -23.8% | -31.3% | +7.5% | -13.5% |
| 1Y | -16.5% | -24.0% | +7.4% | -8.9% |
| 3Y | -53.6% | +45.0% | -98.6% | -62.9% |
| 5Y | -42.1% | -22.6% | -19.5% | -42.3% |
| All | +89.2% | +278.5% | -189.3% | +12.0% |
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