+67.3%
AG vs CAG
-42.8%
+110.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.1% | -4.7% |
| 7D | -5.8% | -5.9% | +0.1% | -5.5% |
| 30D | +6.4% | -1.5% | +7.9% | +6.5% |
| 3M | +28.4% | +11.5% | +16.9% | +28.1% |
| 6M | -24.5% | -15.7% | -8.8% | -23.6% |
| YTD | +21.2% | -10.2% | +31.4% | +22.7% |
| 1Y | +114.1% | -18.1% | +132.2% | +117.3% |
| 3Y | +268.0% | -39.4% | +307.4% | +274.7% |
| 5Y | +67.3% | -42.6% | +109.9% | +76.9% |
| All | +67.3% | -42.8% | +110.2% | +76.9% |
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