-42.6%
CAG vs IRM
+186.9%
-229.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.5% |
| 7D | -5.9% | -1.8% | -4.1% | -5.7% |
| 30D | -1.5% | -7.8% | +6.2% | -0.6% |
| 3M | +11.5% | -7.9% | +19.3% | +12.4% |
| 6M | -15.7% | +6.3% | -22.0% | -17.0% |
| YTD | -10.2% | +38.2% | -48.4% | -15.1% |
| 1Y | -18.1% | +19.8% | -37.9% | -21.0% |
| 3Y | -39.4% | +98.8% | -138.2% | -48.8% |
| 5Y | -42.6% | +191.8% | -234.4% | -55.1% |
| All | -42.6% | +186.9% | -229.5% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 5y: compounded portfolio wealth divided by compounded IRM 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…
5y analysis · Full analysis span regression · 6 months rolling