+62.5%
T vs CG
+278.5%
-216.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +2.5% | +0.2% | +2.4% | +2.5% |
| 30D | -3.8% | +11.2% | -15.0% | -5.5% |
| 3M | -8.7% | -22.1% | +13.3% | -5.2% |
| 6M | -8.1% | -17.9% | +9.8% | -5.6% |
| YTD | -6.4% | -31.3% | +24.9% | -1.7% |
| 1Y | -9.8% | -24.0% | +14.2% | -7.0% |
| 3Y | +65.5% | +45.0% | +20.5% | +42.8% |
| 5Y | +57.0% | -22.6% | +79.6% | +52.1% |
| All | +62.5% | +278.5% | -216.0% | +12.4% |
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