+109.2%
ALL vs CAG
-34.3%
+143.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.9% | +4.6% | -8.4% | -4.9% |
| 30D | +10.6% | +14.7% | -4.0% | +7.0% |
| 3M | -4.6% | +2.4% | -6.9% | -5.4% |
| 6M | +20.2% | +10.7% | +9.5% | +16.5% |
| YTD | +23.7% | -5.5% | +29.2% | +23.7% |
| 1Y | +27.9% | -4.6% | +32.5% | +27.5% |
| 3Y | +109.2% | -34.4% | +143.6% | +134.6% |
| All | +109.2% | -34.3% | +143.4% | +134.6% |
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