-33.4%
CAG vs COMP
+353.8%
-387.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.7% | -12.5% | -2.0% |
| 7D | +5.8% | +13.4% | -7.6% | +5.4% |
| 30D | +16.4% | +11.1% | +5.3% | +15.9% |
| 3M | +3.8% | -18.8% | +22.7% | +4.2% |
| 6M | +10.8% | +10.5% | +0.3% | +10.3% |
| YTD | -5.8% | -3.4% | -2.4% | -6.5% |
| 1Y | -2.4% | +19.7% | -22.1% | -3.7% |
| 3Y | -33.4% | +381.6% | -415.0% | -38.2% |
| All | -33.4% | +353.8% | -387.2% | -38.2% |
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