+107.7%
CAG vs A
+457.0%
-349.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -3.8% | -1.9% | -1.9% | -3.6% |
| 30D | +3.1% | +6.9% | -3.8% | +2.4% |
| 3M | +23.5% | +9.2% | +14.2% | +22.3% |
| 6M | -14.8% | +25.7% | -40.5% | -17.0% |
| YTD | -5.4% | +11.5% | -17.0% | -6.8% |
| 1Y | -11.8% | +18.4% | -30.2% | -13.6% |
| 3Y | -36.7% | +26.6% | -63.3% | -38.8% |
| 5Y | -40.3% | -12.8% | -27.5% | -40.7% |
| 10Y | -37.0% | +247.2% | -284.2% | -45.1% |
| All | +107.7% | +457.0% | -349.4% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling