-41.2%
CAG vs CP
+30.0%
-71.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -6.6% | +0.6% | -7.2% | -6.7% |
| 30D | +2.3% | -0.5% | +2.8% | +2.4% |
| 3M | +16.3% | +0.1% | +16.2% | +16.2% |
| 6M | -16.0% | +7.8% | -23.8% | -17.5% |
| YTD | -7.7% | +22.9% | -30.6% | -11.9% |
| 1Y | -16.0% | +21.3% | -37.3% | -19.7% |
| 3Y | -37.7% | +20.4% | -58.1% | -41.2% |
| 5Y | -41.2% | +34.9% | -76.2% | -47.0% |
| All | -41.2% | +30.0% | -71.2% | -47.0% |
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