+138.0%
B vs CAG
-39.4%
+177.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.7% |
| 7D | +9.6% | +5.8% | +3.8% | +8.9% |
| 30D | +3.5% | +16.4% | -12.8% | +1.7% |
| 3M | -1.6% | +3.8% | -5.4% | -2.0% |
| 6M | -1.7% | +10.8% | -12.5% | -2.7% |
| YTD | -5.3% | -5.8% | +0.5% | -4.5% |
| 1Y | +27.2% | -2.4% | +29.6% | +27.6% |
| 3Y | +166.1% | -33.4% | +199.5% | +179.0% |
| All | +138.0% | -39.4% | +177.4% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling