+998.2%
C vs CAG
+602.0%
+396.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | -2.4% | +5.8% | -8.2% | -4.4% |
| 30D | -6.0% | +16.4% | -22.3% | -11.3% |
| 3M | -10.5% | +3.8% | -14.4% | -12.5% |
| 6M | -5.7% | +10.8% | -16.5% | -10.6% |
| YTD | +4.1% | -5.8% | +10.0% | +3.4% |
| 1Y | +20.5% | -2.4% | +22.9% | +17.9% |
| 3Y | +208.1% | -33.4% | +241.5% | +239.2% |
| 5Y | +110.4% | -39.4% | +149.9% | +137.0% |
| 10Y | +234.6% | -37.5% | +272.1% | +242.4% |
| All | +998.2% | +602.0% | +396.3% | +309.2% |
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