-39.7%
CAG vs COMP
-31.2%
-8.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | +23.5% | +41.1% | -17.6% | +23.0% |
| 6M | -14.8% | +17.2% | -32.0% | -15.1% |
| YTD | -5.4% | +5.2% | -10.6% | -5.7% |
| 1Y | -11.8% | +18.9% | -30.7% | -12.2% |
| 3Y | -36.7% | +215.9% | -252.6% | -37.7% |
| All | -39.7% | -31.2% | -8.5% | -43.1% |
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