-5.6%
CAG vs IRE
-97.6%
+91.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -23.2% | +29.2% | +5.0% |
| 7D | +9.7% | -46.8% | +56.5% | +7.6% |
| 30D | +15.8% | -75.5% | +91.3% | +11.7% |
| 3M | +1.8% | -79.4% | +81.2% | -1.8% |
| 6M | +11.5% | -91.3% | +102.8% | +7.1% |
| YTD | -6.7% | -90.8% | +84.1% | -8.7% |
| 1Y | -5.6% | -97.7% | +92.1% | -7.6% |
| All | -5.6% | -97.6% | +91.9% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling