+424.9%
MAR vs CG
+321.9%
+103.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | +0.3% |
| 7D | -2.1% | -9.8% | +7.7% | +2.3% |
| 30D | -5.7% | -10.3% | +4.7% | -1.5% |
| 3M | -14.6% | -1.7% | -13.0% | -15.0% |
| 6M | +1.3% | -9.8% | +11.2% | +4.3% |
| YTD | +6.7% | -25.6% | +32.3% | +18.4% |
| 1Y | +26.4% | -32.5% | +59.0% | +45.6% |
| 3Y | +64.7% | +45.6% | +19.1% | +27.5% |
| 5Y | +153.1% | +3.7% | +149.4% | +118.8% |
| All | +424.9% | +321.9% | +103.0% | +179.2% |
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