-37.7%
CAG vs IT
+103.1%
-140.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -5.9% | -1.2% |
| 7D | -5.7% | -3.7% | -2.0% | -5.4% |
| 30D | -2.4% | +0.1% | -2.5% | -2.5% |
| 3M | +9.8% | +20.7% | -10.9% | +7.2% |
| 6M | -10.8% | +12.0% | -22.8% | -12.6% |
| YTD | -10.8% | -28.8% | +18.0% | -9.1% |
| 1Y | -19.0% | -25.5% | +6.6% | -17.9% |
| 3Y | -39.7% | -48.8% | +9.1% | -37.3% |
| 5Y | -43.0% | -42.7% | -0.2% | -42.2% |
| All | -37.7% | +103.1% | -140.8% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling