+364.8%
ALL vs CAG
-35.6%
+400.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -2.2% | -6.6% | +4.4% | -0.4% |
| 30D | -5.6% | +2.3% | -7.9% | -6.3% |
| 3M | +17.2% | +16.3% | +0.9% | +12.0% |
| 6M | +23.2% | -16.0% | +39.3% | +28.6% |
| YTD | +23.6% | -7.7% | +31.3% | +25.2% |
| 1Y | +29.2% | -16.0% | +45.2% | +34.2% |
| 3Y | +153.8% | -37.7% | +191.5% | +184.5% |
| 5Y | +116.1% | -41.2% | +157.3% | +145.6% |
| 10Y | +364.8% | -33.8% | +398.6% | +413.2% |
| All | +364.8% | -35.6% | +400.4% | +413.2% |
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