-46.2%
CAG vs COMP
-49.4%
+3.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.4% |
| 7D | -5.3% | +4.1% | -9.3% | -5.3% |
| 30D | +1.0% | -14.5% | +15.5% | +1.1% |
| 3M | +17.4% | +41.8% | -24.4% | +17.0% |
| 6M | -16.8% | +23.6% | -40.4% | -17.0% |
| YTD | -6.8% | +1.7% | -8.5% | -7.0% |
| 1Y | -15.4% | +12.6% | -27.9% | -15.7% |
| 3Y | -37.1% | +221.9% | -258.9% | -37.8% |
| 5Y | -41.3% | -28.1% | -13.1% | -44.3% |
| All | -46.2% | -49.4% | +3.2% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded COMP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling