-7.2%
CAG vs ALM
+7,705.7%
-7,712.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | -3.8% | -2.6% | -1.2% | -3.8% |
| 30D | +3.1% | +32.0% | -28.9% | +3.1% |
| 3M | +23.5% | -15.0% | +38.5% | +23.5% |
| 6M | -14.8% | -10.1% | -4.7% | -14.8% |
| YTD | -5.4% | +99.4% | -104.9% | -5.5% |
| 1Y | -11.8% | +316.4% | -328.2% | -11.8% |
| 3Y | -36.7% | +2,022.0% | -2,058.6% | -36.8% |
| 5Y | -40.3% | +941.2% | -981.4% | -40.4% |
| 10Y | -37.0% | +2,950.3% | -2,987.3% | -37.1% |
| All | -7.2% | +7,705.7% | -7,712.9% | -7.3% |
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