+599.5%
XYZ vs CG
+290.3%
+309.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.2% |
| 7D | +12.1% | -1.2% | +13.3% | +13.4% |
| 30D | +12.4% | +5.0% | +7.3% | +8.3% |
| 3M | +8.2% | -18.2% | +26.4% | +25.4% |
| 6M | +20.7% | -20.7% | +41.4% | +41.6% |
| YTD | +31.3% | -31.4% | +62.7% | +69.9% |
| 1Y | +20.5% | -22.3% | +42.8% | +41.0% |
| 3Y | +72.6% | +50.2% | +22.4% | +13.2% |
| 5Y | -64.0% | -22.1% | -41.9% | -60.9% |
| All | +599.5% | +290.3% | +309.2% | +206.3% |
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