-27.4%
U vs CG
+98.5%
-125.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.2% |
| 7D | +16.9% | -3.8% | +20.7% | +19.2% |
| 30D | +6.4% | +7.5% | -1.1% | -1.6% |
| 3M | +13.2% | -14.4% | +27.5% | +26.2% |
| 6M | +84.8% | -15.7% | +100.4% | +105.7% |
| YTD | +12.4% | -29.0% | +41.4% | +47.1% |
| 1Y | +19.8% | -22.1% | +41.9% | +44.0% |
| 3Y | +83.8% | +49.1% | +34.7% | +8.2% |
| 5Y | -72.7% | -18.4% | -54.4% | -74.1% |
| All | -27.4% | +98.5% | -125.8% | -57.6% |
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