+120.8%
CAG vs AU
+789.2%
-668.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -6.6% | +0.6% | -7.3% | -6.6% |
| 30D | +2.3% | +12.3% | -10.0% | +2.0% |
| 3M | +16.3% | +29.4% | -13.0% | +15.5% |
| 6M | -16.0% | +3.2% | -19.3% | -16.3% |
| YTD | -7.7% | +31.8% | -39.5% | -8.6% |
| 1Y | -16.0% | +83.4% | -99.4% | -17.6% |
| 3Y | -37.7% | +623.1% | -660.8% | -41.3% |
| 5Y | -41.2% | +700.5% | -741.7% | -45.0% |
| 10Y | -33.8% | +717.6% | -751.4% | -38.6% |
| All | +120.8% | +789.2% | -668.4% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling