-12.4%
CAG vs IRE
-84.0%
+71.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.8% | +5.8% | -1.2% |
| 7D | -6.6% | +29.0% | -35.7% | -5.8% |
| 30D | +2.3% | +24.2% | -21.9% | +3.4% |
| 3M | +16.3% | -53.2% | +69.5% | +15.6% |
| 6M | -16.0% | -36.0% | +20.0% | -14.1% |
| YTD | -7.7% | -51.0% | +43.3% | -5.8% |
| All | -12.4% | -84.0% | +71.6% | -10.8% |
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