+705.3%
RMD vs CG
+351.2%
+354.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | -5.0% | -4.3% | -0.7% | -4.0% |
| 30D | +2.2% | -5.1% | +7.3% | +3.5% |
| 3M | +17.8% | +8.7% | +9.2% | +15.3% |
| 6M | -11.3% | -9.2% | -2.1% | -9.7% |
| YTD | -4.4% | -18.9% | +14.4% | -0.4% |
| 1Y | -15.7% | -25.6% | +9.9% | -10.7% |
| 3Y | +47.7% | +57.3% | -9.5% | +26.6% |
| 5Y | -19.2% | +10.2% | -29.4% | -27.0% |
| 10Y | +280.4% | +364.2% | -83.8% | +152.4% |
| All | +705.3% | +351.2% | +354.2% | +405.2% |
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