-5.6%
CAG vs AR
+14.7%
-20.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -6.3% | +12.2% | +6.0% |
| 7D | +9.7% | -11.1% | +20.8% | +9.9% |
| 30D | +15.8% | +7.9% | +7.9% | +15.2% |
| 3M | +1.8% | +4.9% | -3.1% | +1.4% |
| 6M | +11.5% | -5.3% | +16.8% | +11.6% |
| YTD | -6.7% | +8.6% | -15.3% | -7.5% |
| 1Y | -5.6% | +13.7% | -19.3% | -7.8% |
| All | -5.6% | +14.7% | -20.3% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling