-37.7%
CAG vs ALM
+2,589.2%
-2,626.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.7% |
| 7D | -5.7% | -11.8% | +6.2% | -5.6% |
| 30D | -2.4% | +7.8% | -10.2% | -2.4% |
| 3M | +9.8% | -9.3% | +19.0% | +9.8% |
| 6M | -10.8% | -30.5% | +19.6% | -10.8% |
| YTD | -10.8% | +75.8% | -86.6% | -11.3% |
| 1Y | -19.0% | +241.2% | -260.1% | -19.8% |
| 3Y | -39.7% | +1,872.6% | -1,912.3% | -42.2% |
| 5Y | -43.0% | +849.6% | -892.6% | -45.2% |
| All | -37.7% | +2,589.2% | -2,626.9% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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