+638.0%
XYZ vs CG
+320.1%
+317.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.6% | -3.0% | -1.3% |
| 7D | +14.9% | +3.0% | +11.8% | +12.5% |
| 30D | +14.7% | +10.1% | +4.5% | +6.6% |
| 3M | +12.1% | -10.8% | +22.9% | +21.7% |
| 6M | +18.3% | -15.2% | +33.5% | +31.9% |
| YTD | +36.1% | -26.9% | +63.0% | +67.6% |
| 1Y | +35.3% | -17.0% | +52.4% | +50.6% |
| 3Y | +73.5% | +54.6% | +18.8% | +11.3% |
| 5Y | -61.6% | -16.7% | -44.9% | -60.3% |
| 10Y | +638.0% | +320.1% | +317.9% | +214.4% |
| All | +638.0% | +320.1% | +317.9% | +214.4% |
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