+311.1%
SPOT vs CG
+163.0%
+148.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +1.9% |
| 7D | +1.6% | +0.2% | +1.4% | +1.4% |
| 30D | +16.9% | +11.2% | +5.7% | +11.9% |
| 3M | +23.0% | -22.1% | +45.0% | +35.4% |
| 6M | +42.2% | -17.9% | +60.1% | +51.6% |
| YTD | +5.5% | -31.3% | +36.8% | +19.5% |
| 1Y | -5.1% | -24.0% | +18.9% | +2.7% |
| 3Y | +257.9% | +45.0% | +212.9% | +165.9% |
| 5Y | +118.4% | -22.6% | +141.0% | +109.6% |
| All | +311.1% | +163.0% | +148.1% | +139.2% |
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