-41.3%
CAG vs AR
+140.6%
-181.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -5.3% | -1.8% | -3.4% | -5.2% |
| 30D | +1.0% | +12.6% | -11.6% | +0.8% |
| 3M | +17.4% | +10.0% | +7.3% | +17.2% |
| 6M | -16.8% | +0.6% | -17.5% | -16.8% |
| YTD | -6.8% | +13.4% | -20.2% | -7.1% |
| 1Y | -15.4% | +21.7% | -37.1% | -15.8% |
| 3Y | -37.1% | +45.8% | -82.9% | -38.5% |
| 5Y | -41.3% | +144.3% | -185.5% | -44.3% |
| All | -41.3% | +140.6% | -181.9% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling