+216.9%
B vs CAG
-38.0%
+255.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.9% |
| 7D | -6.2% | -6.2% | 0.0% | -5.5% |
| 30D | -6.6% | +7.4% | -14.0% | -7.5% |
| 3M | -7.9% | -1.6% | -6.3% | -7.8% |
| 6M | -16.8% | +6.3% | -23.1% | -17.6% |
| YTD | -11.7% | -10.1% | -1.6% | -10.8% |
| 1Y | +3.5% | -10.2% | +13.7% | +4.5% |
| 3Y | +165.7% | -37.3% | +203.0% | +179.6% |
| 5Y | +108.4% | -41.6% | +150.0% | +121.0% |
| All | +216.9% | -38.0% | +255.0% | +232.3% |
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