+688.8%
B vs CAG
+583.1%
+105.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.4% |
| 7D | -2.7% | -1.8% | -0.9% | -2.5% |
| 30D | -4.3% | +9.7% | -14.0% | -5.0% |
| 3M | -2.3% | +0.5% | -2.8% | -2.4% |
| 6M | -16.2% | +8.9% | -25.1% | -16.9% |
| YTD | -8.8% | -8.4% | -0.5% | -8.5% |
| 1Y | +11.4% | -8.3% | +19.7% | +11.7% |
| 3Y | +174.3% | -36.1% | +210.4% | +181.5% |
| 5Y | +116.2% | -40.1% | +156.3% | +122.6% |
| 10Y | +222.7% | -36.9% | +259.6% | +228.2% |
| All | +688.8% | +583.1% | +105.7% | +1,030.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling