+55.3%
B vs CAG
-15.1%
+70.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.4% |
| 7D | +2.3% | -5.3% | +7.6% | +2.3% |
| 30D | +1.4% | +1.0% | +0.4% | +1.4% |
| 3M | +12.2% | +17.4% | -5.2% | +13.4% |
| 6M | -2.1% | -16.8% | +14.7% | -1.5% |
| YTD | +2.9% | -6.8% | +9.7% | +6.4% |
| 1Y | +55.3% | -15.4% | +70.7% | +55.4% |
| All | +55.3% | -15.1% | +70.4% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling