+1,511.9%
V vs CG
+281.3%
+1,230.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.2% | -1.2% | +3.4% | +2.6% |
| 30D | +13.6% | +5.0% | +8.6% | +11.8% |
| 3M | +14.3% | -18.2% | +32.5% | +21.0% |
| 6M | +33.1% | -20.7% | +53.8% | +41.5% |
| YTD | +21.2% | -31.4% | +52.7% | +33.6% |
| 1Y | +26.4% | -22.3% | +48.7% | +33.8% |
| 3Y | +77.6% | +50.2% | +27.4% | +44.8% |
| 5Y | +102.6% | -22.1% | +124.6% | +97.4% |
| 10Y | +464.4% | +295.5% | +168.9% | +235.5% |
| All | +1,511.9% | +281.3% | +1,230.5% | +848.9% |
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