+207.2%
C vs CAG
-38.0%
+245.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | +4.7% | -6.2% | +10.9% | +5.8% |
| 30D | +0.2% | +7.4% | -7.3% | -1.2% |
| 3M | -9.3% | -1.6% | -7.7% | -9.4% |
| 6M | -0.8% | +6.3% | -7.2% | -2.5% |
| YTD | +8.5% | -10.1% | +18.6% | +9.2% |
| 1Y | +23.1% | -10.2% | +33.3% | +23.8% |
| 3Y | +220.8% | -37.3% | +258.1% | +243.1% |
| 5Y | +112.4% | -41.6% | +154.0% | +129.7% |
| All | +207.2% | -38.0% | +245.2% | +228.4% |
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