+16.4%
B vs CAG
-5.9%
+22.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.1% |
| 7D | +7.1% | +6.6% | +0.5% | +6.7% |
| 30D | -3.3% | +13.9% | -17.2% | -4.1% |
| 3M | -2.5% | +4.0% | -6.6% | -2.7% |
| 6M | -7.2% | +10.0% | -17.2% | -6.3% |
| YTD | -7.4% | -6.1% | -1.2% | -2.1% |
| 1Y | +16.4% | -4.3% | +20.7% | +22.4% |
| All | +16.4% | -5.9% | +22.4% | +22.4% |
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