-37.8%
U vs CG
+112.9%
-150.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +2.9% |
| 7D | +4.4% | -6.4% | +10.8% | +10.3% |
| 30D | -1.3% | -7.1% | +5.8% | +4.4% |
| 3M | +49.6% | -1.6% | +51.2% | +48.7% |
| 6M | +100.2% | -8.3% | +108.5% | +109.8% |
| YTD | -3.7% | -23.8% | +20.1% | +20.8% |
| 1Y | -6.5% | -28.7% | +22.2% | +22.7% |
| 3Y | +12.9% | +49.2% | -36.3% | -31.6% |
| 5Y | -68.3% | +5.5% | -73.8% | -73.8% |
| All | -37.8% | +112.9% | -150.7% | -65.2% |
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