+270.6%
C vs CAG
-36.4%
+307.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +3.6% | -3.8% | +7.4% | +3.6% |
| 30D | +0.1% | +3.1% | -3.1% | 0.0% |
| 3M | +2.4% | +23.5% | -21.1% | +2.0% |
| 6M | +24.9% | -14.8% | +39.8% | +26.1% |
| YTD | +19.8% | -5.4% | +25.2% | +19.6% |
| 1Y | +44.9% | -11.8% | +56.7% | +45.6% |
| All | +270.6% | -36.4% | +307.0% | +276.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling