+207.0%
C vs CAG
-37.3%
+244.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.2% |
| 7D | +4.2% | -3.3% | +7.5% | +4.7% |
| 30D | +2.0% | +7.7% | -5.7% | +0.6% |
| 3M | -10.1% | -3.2% | -6.9% | -10.0% |
| 6M | +1.0% | +7.0% | -6.0% | -0.8% |
| YTD | +8.5% | -9.0% | +17.4% | +8.9% |
| 1Y | +25.7% | -9.6% | +35.3% | +26.3% |
| 3Y | +216.0% | -36.0% | +252.0% | +236.7% |
| 5Y | +112.3% | -40.9% | +153.2% | +129.2% |
| All | +207.0% | -37.3% | +244.3% | +227.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling