+368.4%
ALL vs CAG
-38.9%
+407.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.5% | +3.1% |
| 7D | -0.1% | +6.6% | -6.8% | -2.0% |
| 30D | +13.8% | +13.9% | -0.1% | +9.5% |
| 3M | -2.8% | +4.0% | -6.8% | -4.2% |
| 6M | +23.7% | +10.0% | +13.7% | +19.6% |
| YTD | +27.3% | -6.1% | +33.4% | +28.1% |
| 1Y | +30.5% | -4.3% | +34.9% | +30.6% |
| 3Y | +113.0% | -34.6% | +147.6% | +135.7% |
| 5Y | +157.6% | -39.4% | +197.0% | +190.8% |
| 10Y | +368.4% | -34.2% | +402.5% | +412.1% |
| All | +368.4% | -38.9% | +407.2% | +412.1% |
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