-38.9%
CAG vs COMP
-17.6%
-21.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.7% | -12.5% | -1.9% |
| 7D | +5.8% | +13.4% | -7.6% | +5.6% |
| 30D | +16.4% | +11.1% | +5.3% | +16.1% |
| 3M | +3.8% | -18.8% | +22.7% | +4.0% |
| 6M | +10.8% | +10.5% | +0.3% | +10.6% |
| YTD | -5.8% | -3.4% | -2.4% | -6.1% |
| 1Y | -2.4% | +19.7% | -22.1% | -3.0% |
| 3Y | -33.4% | +381.6% | -415.0% | -34.9% |
| All | -38.9% | -17.6% | -21.3% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling