-37.7%
CAG vs A
+256.4%
-294.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.3% | -1.2% |
| 7D | -5.7% | -2.6% | -3.1% | -5.2% |
| 30D | -2.4% | -0.9% | -1.5% | -2.3% |
| 3M | +9.8% | +13.6% | -3.8% | +7.2% |
| 6M | -10.8% | +27.8% | -38.7% | -15.2% |
| YTD | -10.8% | +8.6% | -19.4% | -12.7% |
| 1Y | -19.0% | +16.9% | -35.8% | -21.9% |
| 3Y | -39.7% | +32.9% | -72.6% | -44.2% |
| 5Y | -43.0% | -14.1% | -28.9% | -43.2% |
| All | -37.7% | +256.4% | -294.1% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling