-39.4%
CAG vs CP
+25.5%
-64.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.6% | +2.8% | +3.8% | +6.0% |
| 30D | +13.9% | +11.0% | +2.9% | +11.4% |
| 3M | +4.0% | +3.8% | +0.2% | +3.1% |
| 6M | +10.0% | +9.5% | +0.5% | +7.7% |
| YTD | -6.1% | +28.2% | -34.3% | -11.2% |
| 1Y | -4.3% | +33.0% | -37.3% | -10.1% |
| 3Y | -34.6% | +35.5% | -70.1% | -39.9% |
| 5Y | -39.4% | +25.8% | -65.2% | -44.4% |
| All | -39.4% | +25.5% | -64.9% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling