+876.7%
MAR vs CG
+351.2%
+525.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.8% |
| 7D | -4.2% | -4.3% | +0.2% | -2.5% |
| 30D | -6.7% | -5.1% | -1.6% | -5.0% |
| 3M | -12.5% | +8.7% | -21.2% | -16.1% |
| 6M | +0.6% | -9.2% | +9.8% | +3.1% |
| YTD | +9.1% | -18.9% | +28.0% | +16.0% |
| 1Y | +26.2% | -25.6% | +51.8% | +38.2% |
| 3Y | +68.2% | +57.3% | +10.9% | +31.3% |
| 5Y | +163.9% | +10.2% | +153.8% | +128.2% |
| 10Y | +420.6% | +364.2% | +56.3% | +173.7% |
| All | +876.7% | +351.2% | +525.6% | +371.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling