-45.3%
ACHR vs CAG
-46.2%
+0.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -1.2% |
| 7D | -5.4% | -5.9% | +0.5% | -6.1% |
| 30D | -19.7% | -1.5% | -18.2% | -19.9% |
| 3M | +7.9% | +11.5% | -3.5% | +9.8% |
| 6M | -13.8% | -15.7% | +1.9% | -15.2% |
| YTD | -27.5% | -10.2% | -17.3% | -28.1% |
| 1Y | -33.9% | -18.1% | -15.9% | -35.1% |
| 3Y | -20.0% | -39.4% | +19.4% | -24.2% |
| 5Y | -44.0% | -42.6% | -1.4% | -48.8% |
| All | -45.3% | -46.2% | +0.9% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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