-42.6%
CAG vs A
-16.6%
-26.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -5.9% | -4.6% | -1.3% | -5.3% |
| 30D | -1.5% | -4.3% | +2.7% | -1.0% |
| 3M | +11.5% | +8.9% | +2.5% | +10.1% |
| 6M | -15.7% | +24.5% | -40.2% | -18.4% |
| YTD | -10.2% | +5.8% | -16.0% | -11.3% |
| 1Y | -18.1% | +16.2% | -34.3% | -20.1% |
| 3Y | -39.4% | +28.5% | -67.8% | -42.3% |
| 5Y | -42.6% | -16.3% | -26.3% | -46.2% |
| All | -42.6% | -16.6% | -26.0% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling