+567.3%
CAG vs CP
+7,941.4%
-7,374.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -6.2% | +0.9% | -7.1% | -6.4% |
| 30D | +7.4% | +10.3% | -2.9% | +5.5% |
| 3M | -1.6% | +2.3% | -3.9% | -2.0% |
| 6M | +6.3% | +10.7% | -4.4% | +4.3% |
| YTD | -10.1% | +29.3% | -39.4% | -14.5% |
| 1Y | -10.2% | +31.5% | -41.7% | -14.9% |
| 3Y | -37.3% | +36.7% | -74.0% | -41.5% |
| 5Y | -41.6% | +26.8% | -68.4% | -45.2% |
| 10Y | -38.1% | +260.1% | -298.2% | -53.3% |
| All | +567.3% | +7,941.4% | -7,374.1% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling