-45.4%
CAG vs COMP
-47.7%
+2.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | +23.5% | +41.1% | -17.6% | +23.1% |
| 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% | -12.1% |
| 3Y | -36.7% | +215.9% | -252.6% | -37.4% |
| 5Y | -40.3% | -31.2% | -9.1% | -43.6% |
| All | -45.4% | -47.7% | +2.2% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling