+261.5%
RF vs CG
+320.1%
-58.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.6% | -4.4% | -1.2% |
| 7D | -0.1% | +3.0% | -3.2% | -1.9% |
| 30D | +7.0% | +10.1% | -3.1% | +1.4% |
| 3M | -7.0% | -10.8% | +3.8% | -2.3% |
| 6M | +6.8% | -15.2% | +22.0% | +14.4% |
| YTD | +9.9% | -26.9% | +36.8% | +25.4% |
| 1Y | +21.1% | -17.0% | +38.2% | +28.9% |
| 3Y | +119.6% | +54.6% | +65.0% | +58.0% |
| 5Y | +46.2% | -16.7% | +62.9% | +41.1% |
| 10Y | +261.5% | +320.1% | -58.6% | +40.8% |
| All | +261.5% | +320.1% | -58.6% | +40.8% |
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