+498.8%
MAR vs CG
+278.5%
+220.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | +1.6% | +0.2% | +1.4% | +1.3% |
| 30D | +13.8% | +11.2% | +2.6% | +8.3% |
| 3M | +20.3% | -22.1% | +42.4% | +32.8% |
| 6M | +21.3% | -17.9% | +39.2% | +29.5% |
| YTD | +37.2% | -31.3% | +68.5% | +56.6% |
| 1Y | +48.4% | -24.0% | +72.4% | +61.5% |
| 3Y | +120.1% | +45.0% | +75.2% | +69.3% |
| 5Y | +182.1% | -22.6% | +204.7% | +179.5% |
| All | +498.8% | +278.5% | +220.3% | +230.4% |
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