-10.7%
CAG vs ALM
+3,551.9%
-3,562.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.7% | -6.5% | +1.2% |
| 7D | -3.3% | +1.2% | -4.6% | -3.3% |
| 30D | +7.7% | -19.3% | +27.0% | +7.7% |
| 3M | -3.2% | -40.6% | +37.5% | -3.2% |
| 6M | +7.0% | -57.9% | +64.9% | +7.0% |
| YTD | -9.0% | -6.7% | -2.3% | -9.0% |
| 1Y | -9.6% | +20.2% | -29.8% | -9.6% |
| 3Y | -36.0% | +879.4% | -915.4% | -36.1% |
| 5Y | -40.9% | +415.3% | -456.1% | -40.9% |
| 10Y | -37.3% | +2,100.8% | -2,138.1% | -37.4% |
| All | -10.7% | +3,551.9% | -3,562.5% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling