+154.1%
MAR vs CG
+5.5%
+148.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +2.4% |
| 7D | -0.5% | -6.4% | +5.9% | +2.0% |
| 30D | -4.7% | -7.1% | +2.4% | -2.3% |
| 3M | -15.6% | -1.6% | -14.0% | -15.9% |
| 6M | +1.2% | -8.3% | +9.5% | +3.3% |
| YTD | +7.5% | -23.8% | +31.3% | +17.2% |
| 1Y | +26.6% | -28.7% | +55.4% | +41.0% |
| 3Y | +66.0% | +49.2% | +16.8% | +30.4% |
| 5Y | +154.1% | +5.5% | +148.6% | +127.6% |
| All | +154.1% | +5.5% | +148.6% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling