-42.6%
CAG vs CG
+2.7%
-45.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.4% | -2.6% |
| 7D | -5.9% | -9.8% | +3.9% | -5.5% |
| 30D | -1.5% | -10.3% | +8.8% | -1.1% |
| 3M | +11.5% | -1.7% | +13.1% | +11.5% |
| 6M | -15.7% | -9.8% | -5.9% | -15.4% |
| YTD | -10.2% | -25.6% | +15.4% | -9.3% |
| 1Y | -18.1% | -32.5% | +14.5% | -16.9% |
| 3Y | -39.4% | +45.6% | -85.0% | -42.7% |
| 5Y | -42.6% | +3.7% | -46.2% | -46.2% |
| All | -42.6% | +2.7% | -45.3% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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