-43.8%
ACHR vs CAG
-41.8%
-2.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -5.8% |
| 7D | -2.7% | -6.6% | +4.0% | -3.6% |
| 30D | -12.1% | +2.3% | -14.4% | -11.8% |
| 3M | +3.4% | +16.3% | -12.9% | +6.2% |
| 6M | -15.6% | -16.0% | +0.4% | -17.5% |
| YTD | -26.9% | -7.7% | -19.2% | -27.3% |
| 1Y | -34.8% | -16.0% | -18.7% | -36.0% |
| 3Y | -19.2% | -37.7% | +18.5% | -24.4% |
| 5Y | -43.8% | -41.2% | -2.5% | -50.7% |
| All | -43.8% | -41.8% | -2.0% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling