+193.4%
B vs CAG
-36.5%
+229.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.3% |
| 7D | +2.3% | -5.3% | +7.6% | +3.0% |
| 30D | +1.4% | +1.0% | +0.4% | +1.2% |
| 3M | +12.2% | +17.4% | -5.2% | +9.8% |
| 6M | -2.1% | -16.8% | +14.7% | +0.1% |
| YTD | +2.9% | -6.8% | +9.7% | +3.6% |
| 1Y | +55.3% | -15.4% | +70.7% | +58.1% |
| 3Y | +198.7% | -37.1% | +235.8% | +215.0% |
| 5Y | +153.8% | -41.3% | +195.0% | +169.5% |
| 10Y | +193.4% | -35.5% | +228.9% | +200.6% |
| All | +193.4% | -36.5% | +229.9% | +200.6% |
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 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