-38.7%
CAG vs ACI
+32.8%
-71.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -3.3% | +2.3% | -5.6% | -3.8% |
| 30D | +7.7% | +1.2% | +6.4% | +7.4% |
| 3M | -3.2% | +6.8% | -10.0% | -4.4% |
| 6M | +7.0% | -18.7% | +25.7% | +10.2% |
| YTD | -9.0% | -20.2% | +11.2% | -6.0% |
| 1Y | -9.6% | -23.7% | +14.1% | -5.9% |
| 3Y | -36.0% | -31.6% | -4.3% | -32.6% |
| 5Y | -40.9% | -42.8% | +1.9% | -37.0% |
| All | -38.7% | +32.8% | -71.6% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling