-38.1%
CAG vs AS
+133.7%
-171.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.8% |
| 7D | +11.4% | +7.1% | +4.2% | +11.3% |
| 30D | +16.7% | +12.8% | +3.8% | +16.6% |
| 3M | +4.5% | -14.7% | +19.3% | +4.5% |
| 6M | +13.3% | -9.9% | +23.3% | +13.3% |
| YTD | -4.2% | -16.1% | +12.0% | -4.3% |
| 1Y | -2.9% | +0.2% | -3.1% | -3.1% |
| All | -38.1% | +133.7% | -171.8% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling