+566.1%
XYZ vs CG
+274.5%
+291.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.2% | -0.8% |
| 7D | -2.1% | -1.5% | -0.6% | -1.1% |
| 30D | +7.0% | +5.7% | +1.3% | +2.7% |
| 3M | +5.1% | -17.9% | +23.0% | +21.4% |
| 6M | +14.1% | -20.2% | +34.3% | +33.1% |
| YTD | +26.4% | -32.0% | +58.4% | +64.4% |
| 1Y | +25.1% | -27.0% | +52.1% | +53.6% |
| 3Y | +59.7% | +42.8% | +17.0% | +8.9% |
| 5Y | -63.8% | -23.4% | -40.4% | -60.2% |
| All | +566.1% | +274.5% | +291.5% | +199.8% |
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