-36.9%
CAG vs AR
+58.9%
-95.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.4% |
| 7D | -1.8% | +2.1% | -3.8% | -1.8% |
| 30D | +9.7% | +4.5% | +5.2% | +9.4% |
| 3M | +0.5% | +1.0% | -0.5% | +0.3% |
| 6M | +8.9% | +4.4% | +4.5% | +8.6% |
| YTD | -8.4% | +10.9% | -19.2% | -9.0% |
| 1Y | -8.3% | +8.6% | -16.9% | -8.9% |
| 3Y | -36.1% | +48.5% | -84.6% | -38.1% |
| 5Y | -40.1% | +95.7% | -135.9% | -43.6% |
| 10Y | -36.9% | +55.5% | -92.3% | -42.0% |
| All | -36.9% | +58.9% | -95.8% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling