-41.0%
CAG vs COMP
-10.9%
-30.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.2% |
| 7D | -3.3% | 0.0% | -3.3% | -3.4% |
| 30D | +7.7% | +16.6% | -8.9% | +7.4% |
| 3M | -3.2% | -23.5% | +20.3% | -2.9% |
| 6M | +7.0% | +25.7% | -18.8% | +6.6% |
| YTD | -9.0% | -3.4% | -5.6% | -9.3% |
| 1Y | -9.6% | +7.6% | -17.2% | -10.0% |
| 3Y | -36.0% | +423.6% | -459.6% | -37.3% |
| All | -41.0% | -10.9% | -30.0% | -41.7% |
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