+445.6%
AG vs CAG
+60.3%
+385.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | +1.0% | -3.8% | +4.8% | +1.8% |
| 30D | +19.2% | +3.1% | +16.0% | +18.4% |
| 3M | +6.2% | +23.5% | -17.3% | +1.2% |
| 6M | -26.7% | -14.8% | -11.8% | -24.4% |
| YTD | +26.1% | -5.4% | +31.6% | +26.9% |
| 1Y | +131.7% | -11.8% | +143.5% | +135.6% |
| 3Y | +255.3% | -36.7% | +292.0% | +283.1% |
| 5Y | +61.9% | -40.3% | +102.2% | +75.5% |
| 10Y | +72.0% | -37.0% | +109.0% | +74.0% |
| All | +445.6% | +60.3% | +385.3% | +179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling