-41.6%
CAG vs ALM
+387.9%
-429.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.9% |
| 7D | -6.2% | -4.0% | -2.2% | -6.2% |
| 30D | +7.4% | -30.5% | +37.9% | +7.2% |
| 3M | -1.6% | -46.9% | +45.3% | -1.9% |
| 6M | +6.3% | -65.5% | +71.8% | +5.8% |
| YTD | -10.1% | -13.4% | +3.3% | -10.2% |
| 1Y | -10.2% | +9.8% | -20.0% | -10.2% |
| 3Y | -37.3% | +783.1% | -820.4% | -39.7% |
| 5Y | -41.6% | +378.3% | -419.9% | -44.4% |
| All | -41.6% | +387.9% | -429.5% | -44.4% |
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