+488.5%
NDAQ vs CG
+278.5%
+210.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +1.3% | +0.2% | +1.1% | +1.1% |
| 30D | +18.0% | +11.2% | +6.8% | +13.9% |
| 3M | +11.5% | -22.1% | +33.6% | +20.4% |
| 6M | +21.1% | -17.9% | +39.0% | +28.0% |
| YTD | +12.8% | -31.3% | +44.1% | +25.6% |
| 1Y | +25.7% | -24.0% | +49.7% | +35.4% |
| 3Y | +116.8% | +45.0% | +71.8% | +81.9% |
| 5Y | +67.3% | -22.6% | +89.9% | +65.6% |
| All | +488.5% | +278.5% | +210.0% | +284.9% |
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