-38.3%
CAG vs AR
+57.4%
-95.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -3.3% | +7.4% | -10.7% | -3.6% |
| 30D | +7.7% | +5.8% | +1.9% | +7.4% |
| 3M | -3.2% | +5.2% | -8.4% | -3.5% |
| 6M | +7.0% | +5.4% | +1.5% | +6.6% |
| YTD | -9.0% | +12.4% | -21.4% | -9.7% |
| 1Y | -9.6% | +12.8% | -22.4% | -10.3% |
| 3Y | -36.0% | +47.2% | -83.2% | -37.9% |
| 5Y | -40.9% | +101.1% | -142.0% | -44.3% |
| All | -38.3% | +57.4% | -95.7% | -43.5% |
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