-36.3%
CAG vs COMP
+215.9%
-252.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -3.8% | +1.4% | -5.2% | -3.8% |
| 30D | +3.1% | -13.3% | +16.5% | +3.5% |
| 3M | +23.5% | +41.1% | -17.6% | +22.4% |
| 6M | -14.8% | +17.2% | -32.0% | -15.5% |
| YTD | -5.4% | +5.2% | -10.6% | -6.2% |
| 1Y | -11.8% | +18.9% | -30.7% | -12.8% |
| All | -36.3% | +215.9% | -252.2% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling