-41.2%
CAG vs ALM
+958.0%
-999.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -1.0% |
| 7D | -6.6% | +3.6% | -10.2% | -6.6% |
| 30D | +2.3% | +33.8% | -31.5% | +2.4% |
| 3M | +16.3% | +14.8% | +1.5% | +16.3% |
| 6M | -16.0% | -7.0% | -9.1% | -16.0% |
| YTD | -7.7% | +108.1% | -115.8% | -7.5% |
| 1Y | -16.0% | +313.8% | -329.8% | -15.7% |
| 3Y | -37.7% | +2,227.6% | -2,265.3% | -40.3% |
| 5Y | -41.2% | +956.6% | -997.9% | -43.6% |
| All | -41.2% | +958.0% | -999.2% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling