+208.9%
W vs CG
+274.5%
-65.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | +1.0% |
| 7D | -1.7% | -1.5% | -0.2% | -0.5% |
| 30D | +3.2% | +5.7% | -2.5% | -1.3% |
| 3M | +8.3% | -17.9% | +26.2% | +26.4% |
| 6M | +84.3% | -20.2% | +104.5% | +120.4% |
| YTD | +11.0% | -32.0% | +43.0% | +49.8% |
| 1Y | -0.2% | -27.0% | +26.8% | +26.2% |
| 3Y | +157.9% | +42.8% | +115.2% | +89.7% |
| 5Y | -56.8% | -23.4% | -33.4% | -49.3% |
| All | +208.9% | +274.5% | -65.7% | +60.7% |
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