+156.1%
ALL vs CAG
-36.4%
+192.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | 0.0% | -3.8% | +3.8% | +0.9% |
| 30D | -1.5% | +3.1% | -4.6% | -2.3% |
| 3M | +23.6% | +23.5% | +0.1% | +17.2% |
| 6M | +22.3% | -14.8% | +37.2% | +26.4% |
| YTD | +26.5% | -5.4% | +32.0% | +26.9% |
| 1Y | +27.0% | -11.8% | +38.8% | +29.5% |
| All | +156.1% | -36.4% | +192.5% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling