+803.7%
B vs CAG
+604.9%
+198.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 6M | -3.5% | -14.8% | +11.3% | -2.6% |
| YTD | +4.5% | -5.4% | +9.9% | +4.7% |
| 1Y | +67.8% | -11.8% | +79.6% | +68.8% |
| 3Y | +196.7% | -36.7% | +233.4% | +204.8% |
| 5Y | +151.9% | -40.3% | +192.2% | +159.5% |
| 10Y | +202.2% | -37.0% | +239.2% | +207.3% |
| All | +803.7% | +604.9% | +198.9% | +1,192.9% |
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