+208.6%
B vs CAG
-38.9%
+247.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.0% |
| 7D | +7.1% | +6.6% | +0.5% | +6.3% |
| 30D | -3.3% | +13.9% | -17.2% | -4.9% |
| 3M | -2.5% | +4.0% | -6.6% | -3.1% |
| 6M | -7.2% | +10.0% | -17.2% | -8.5% |
| YTD | -7.4% | -6.1% | -1.2% | -6.9% |
| 1Y | +16.4% | -4.3% | +20.7% | +16.6% |
| 3Y | +178.7% | -34.6% | +213.3% | +191.5% |
| 5Y | +121.7% | -39.4% | +161.1% | +133.9% |
| 10Y | +208.6% | -34.2% | +242.8% | +227.0% |
| All | +208.6% | -38.9% | +247.5% | +227.0% |
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