-43.5%
CAG vs AU
+686.2%
-729.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | +9.8% | +26.3% | -16.5% | +9.0% |
| 6M | -10.8% | +1.8% | -12.6% | -11.2% |
| YTD | -10.8% | +26.8% | -37.6% | -11.7% |
| 1Y | -19.0% | +66.7% | -85.6% | -20.5% |
| 3Y | -39.7% | +579.1% | -618.8% | -44.7% |
| All | -43.5% | +686.2% | -729.7% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling