-37.6%
CAG vs ACI
-45.1%
+7.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | -6.6% | -5.0% | -1.6% | -5.5% |
| 30D | +2.3% | -2.3% | +4.6% | +2.8% |
| 3M | +16.3% | -23.2% | +39.5% | +23.0% |
| 6M | -16.0% | -29.5% | +13.4% | -9.2% |
| YTD | -7.7% | -28.6% | +20.9% | -0.6% |
| 1Y | -16.0% | -34.0% | +18.0% | -8.3% |
| All | -37.6% | -45.1% | +7.5% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling