+649.0%
P vs CG
+274.5%
+374.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.3% | +7.7% | +5.7% |
| 7D | +17.8% | -1.5% | +19.3% | +18.6% |
| 30D | -29.9% | +5.7% | -35.6% | -32.2% |
| 3M | -1.2% | -17.9% | +16.7% | +9.0% |
| 6M | +32.1% | -20.2% | +52.3% | +47.6% |
| YTD | +64.3% | -32.0% | +96.3% | +96.9% |
| 1Y | +24.3% | -27.0% | +51.3% | +42.1% |
| 3Y | +203.2% | +42.8% | +160.5% | +130.6% |
| 5Y | +290.4% | -23.4% | +313.9% | +302.8% |
| All | +649.0% | +274.5% | +374.4% | +250.2% |
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