-4.3%
CAG vs IRE
-98.1%
+93.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.8% | +15.2% | -1.3% |
| 7D | +6.6% | -41.9% | +48.5% | +5.1% |
| 30D | +13.9% | -75.1% | +89.0% | +10.0% |
| 3M | +4.0% | -82.4% | +86.4% | 0.0% |
| 6M | +10.0% | -95.5% | +105.5% | +3.1% |
| YTD | -6.1% | -93.1% | +86.9% | -8.3% |
| 1Y | -4.3% | -97.8% | +93.5% | -7.4% |
| All | -4.3% | -98.1% | +93.8% | -7.4% |
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