+729.8%
RMD vs CG
+281.3%
+448.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +2.3% | -1.2% | +3.5% | +2.6% |
| 30D | +4.1% | +5.0% | -0.9% | +2.9% |
| 3M | +5.7% | -18.2% | +23.9% | +10.7% |
| 6M | +12.9% | -20.7% | +33.6% | +18.8% |
| YTD | -1.5% | -31.4% | +29.9% | +6.6% |
| 1Y | -4.8% | -22.3% | +17.5% | 0.0% |
| 3Y | +57.5% | +50.2% | +7.3% | +36.4% |
| 5Y | -5.5% | -22.1% | +16.6% | -7.6% |
| 10Y | +357.8% | +295.5% | +62.2% | +215.6% |
| All | +729.8% | +281.3% | +448.5% | +441.1% |
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