+584.9%
XYZ vs CG
+278.5%
+306.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.0% |
| 7D | -1.1% | +0.2% | -1.2% | -1.2% |
| 30D | +11.5% | +11.2% | +0.3% | +3.1% |
| 3M | +1.8% | -22.1% | +23.9% | +22.3% |
| 6M | +21.2% | -17.9% | +39.1% | +38.4% |
| YTD | +29.9% | -31.3% | +61.2% | +67.7% |
| 1Y | +35.8% | -24.0% | +59.7% | +61.6% |
| 3Y | +62.6% | +45.0% | +17.6% | +9.6% |
| 5Y | -62.8% | -22.6% | -40.1% | -59.4% |
| All | +584.9% | +278.5% | +306.4% | +205.9% |
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