-5.6%
CAG vs A
+24.4%
-30.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.0% | +5.0% | +5.9% |
| 7D | +9.7% | -2.4% | +12.1% | +9.9% |
| 30D | +15.8% | +3.6% | +12.2% | +15.3% |
| 3M | +1.8% | +27.5% | -25.7% | -0.7% |
| 6M | +11.5% | +58.5% | -47.0% | +6.2% |
| YTD | -6.7% | +31.2% | -37.9% | -9.7% |
| 1Y | -5.6% | +22.2% | -27.8% | -7.3% |
| All | -5.6% | +24.4% | -30.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling