-38.9%
CAG vs AS
+120.4%
-159.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.5% | -0.9% |
| 7D | -3.8% | -4.9% | +1.1% | -3.8% |
| 30D | +3.1% | -19.6% | +22.7% | +3.2% |
| 3M | +23.5% | -14.4% | +37.9% | +23.5% |
| 6M | -14.8% | -20.1% | +5.3% | -14.9% |
| YTD | -5.4% | -20.9% | +15.5% | -5.6% |
| 1Y | -11.8% | -21.9% | +10.1% | -12.0% |
| All | -38.9% | +120.4% | -159.3% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling