-40.8%
CAG vs AS
+131.9%
-172.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | +0.1% | -2.4% |
| 7D | -1.8% | -3.0% | +1.3% | -1.7% |
| 30D | +9.7% | +9.6% | +0.1% | +9.6% |
| 3M | +0.5% | -8.2% | +8.7% | +0.5% |
| 6M | +8.9% | -9.9% | +18.8% | +8.9% |
| YTD | -8.4% | -16.8% | +8.4% | -8.5% |
| 1Y | -8.3% | +3.0% | -11.3% | -8.4% |
| All | -40.8% | +131.9% | -172.7% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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