-45.5%
CAG vs COMP
-49.2%
+3.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | +0.3% |
| 7D | +4.6% | +14.5% | -10.0% | +4.4% |
| 30D | +14.7% | +14.9% | -0.3% | +14.5% |
| 3M | +2.4% | -14.2% | +16.6% | +2.4% |
| 6M | +10.7% | +23.7% | -13.0% | +10.4% |
| YTD | -5.5% | +2.1% | -7.6% | -5.8% |
| 1Y | -4.6% | +26.2% | -30.8% | -5.0% |
| 3Y | -34.4% | +470.9% | -505.3% | -35.2% |
| 5Y | -39.2% | -14.0% | -25.1% | -41.8% |
| All | -45.5% | -49.2% | +3.7% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling