-37.1%
CAG vs CP
+20.4%
-57.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -5.3% | +2.4% | -7.7% | -5.7% |
| 30D | +1.0% | -0.5% | +1.5% | +1.1% |
| 3M | +17.4% | +1.4% | +16.0% | +16.9% |
| 6M | -16.8% | +10.3% | -27.1% | -18.5% |
| YTD | -6.8% | +24.3% | -31.1% | -10.7% |
| 1Y | -15.4% | +20.4% | -35.8% | -18.7% |
| 3Y | -37.1% | +21.8% | -58.9% | -41.5% |
| All | -37.1% | +20.4% | -57.5% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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