+3,631.0%
ALL vs CAG
+383.4%
+3,247.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.9% | +4.6% | -8.4% | -5.3% |
| 30D | +10.6% | +14.7% | -4.0% | +5.7% |
| 3M | -4.6% | +2.4% | -6.9% | -5.6% |
| 6M | +20.2% | +10.7% | +9.5% | +15.5% |
| YTD | +23.7% | -5.5% | +29.2% | +24.3% |
| 1Y | +27.9% | -4.6% | +32.5% | +28.1% |
| 3Y | +109.2% | -34.4% | +143.6% | +133.5% |
| 5Y | +148.0% | -39.2% | +187.2% | +182.1% |
| 10Y | +363.8% | -39.0% | +402.7% | +401.7% |
| All | +3,631.0% | +383.4% | +3,247.6% | +2,265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling