+202.9%
B vs CAG
-36.4%
+239.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | -3.8% | +2.2% | -1.3% |
| 30D | +9.4% | +3.1% | +6.3% | +9.2% |
| 3M | +5.0% | +23.5% | -18.5% | +3.6% |
| 6M | -3.5% | -14.8% | +11.3% | -1.7% |
| YTD | +4.5% | -5.4% | +9.9% | +5.7% |
| 1Y | +67.8% | -11.8% | +79.6% | +70.6% |
| All | +202.9% | -36.4% | +239.3% | +215.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling