+621.5%
XYZ vs CG
+299.0%
+322.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.2% |
| 7D | -2.2% | -3.8% | +1.6% | +0.5% |
| 30D | +11.6% | +7.5% | +4.1% | +5.6% |
| 3M | +8.4% | -14.4% | +22.8% | +21.3% |
| 6M | +17.2% | -15.7% | +32.8% | +31.1% |
| YTD | +31.7% | -29.0% | +60.7% | +65.8% |
| 1Y | +30.1% | -22.1% | +52.2% | +52.0% |
| 3Y | +66.4% | +49.1% | +17.3% | +9.8% |
| 5Y | -62.2% | -18.4% | -43.8% | -60.2% |
| 10Y | +621.5% | +295.1% | +326.5% | +210.1% |
| All | +621.5% | +299.0% | +322.6% | +210.1% |
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