+97.7%
CAG vs IAG
+368.9%
-271.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.4% |
| 7D | -5.3% | +4.3% | -9.5% | -5.4% |
| 30D | +1.0% | +9.8% | -8.8% | +0.6% |
| 3M | +17.4% | +28.9% | -11.5% | +16.1% |
| 6M | -16.8% | -7.6% | -9.2% | -16.9% |
| YTD | -6.8% | +22.0% | -28.7% | -7.9% |
| 1Y | -15.4% | +99.5% | -114.9% | -18.1% |
| 3Y | -37.1% | +818.3% | -855.4% | -43.4% |
| 5Y | -41.3% | +785.9% | -827.2% | -47.9% |
| 10Y | -35.5% | +381.1% | -416.6% | -43.0% |
| All | +97.7% | +368.9% | -271.2% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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