-19.0%
CAG vs AU
+72.0%
-90.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -5.7% | -4.3% | -1.4% | -5.6% |
| 30D | -2.4% | +7.3% | -9.7% | -2.6% |
| 3M | +9.8% | +26.3% | -16.5% | +9.3% |
| 6M | -10.8% | +1.8% | -12.6% | -11.4% |
| YTD | -10.8% | +26.8% | -37.6% | -10.2% |
| 1Y | -19.0% | +66.7% | -85.6% | -17.3% |
| All | -19.0% | +72.0% | -90.9% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling