+1,713.8%
MSCI vs CG
+351.2%
+1,362.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +0.4% | -4.3% | +4.7% | +2.0% |
| 30D | +0.6% | -5.1% | +5.6% | +2.3% |
| 3M | -7.1% | +8.7% | -15.8% | -10.6% |
| 6M | +0.8% | -9.2% | +10.1% | +3.2% |
| YTD | +1.0% | -18.9% | +19.9% | +7.4% |
| 1Y | +4.3% | -25.6% | +30.0% | +13.9% |
| 3Y | +9.9% | +57.3% | -47.3% | -15.8% |
| 5Y | -6.8% | +10.2% | -16.9% | -20.0% |
| 10Y | +614.7% | +364.2% | +250.4% | +273.5% |
| All | +1,713.8% | +351.2% | +1,362.7% | +776.2% |
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 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