-5.6%
CAG vs IT
-17.9%
+12.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.5% | +4.5% | +5.8% |
| 7D | +9.7% | -5.5% | +15.2% | +10.4% |
| 30D | +15.8% | +10.3% | +5.4% | +15.0% |
| 3M | +1.8% | +11.5% | -9.7% | +0.8% |
| 6M | +11.5% | +40.3% | -28.8% | +7.1% |
| YTD | -6.7% | -17.9% | +11.1% | -6.5% |
| 1Y | -5.6% | -8.8% | +3.2% | -9.4% |
| All | -5.6% | -17.9% | +12.3% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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