+114.8%
ALL vs CAG
-40.6%
+155.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -0.9% | -1.9% |
| 7D | -1.7% | -5.3% | +3.6% | -0.1% |
| 30D | -4.7% | +1.0% | -5.7% | -5.1% |
| 3M | +18.4% | +17.4% | +1.0% | +12.1% |
| 6M | +20.5% | -16.8% | +37.3% | +27.0% |
| YTD | +23.5% | -6.8% | +30.3% | +24.8% |
| 1Y | +29.0% | -15.4% | +44.4% | +34.5% |
| 3Y | +153.7% | -37.1% | +190.8% | +189.3% |
| 5Y | +114.8% | -41.3% | +156.0% | +144.4% |
| All | +114.8% | -40.6% | +155.4% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling