-42.6%
CAG vs IT
-46.1%
+3.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.8% |
| 7D | -5.9% | -12.7% | +6.8% | -5.0% |
| 30D | -1.5% | -8.9% | +7.4% | -0.9% |
| 3M | +11.5% | +10.1% | +1.3% | +10.0% |
| 6M | -15.7% | +7.3% | -23.0% | -16.7% |
| YTD | -10.2% | -32.4% | +22.2% | -9.2% |
| 1Y | -18.1% | -26.6% | +8.6% | -17.8% |
| 3Y | -39.4% | -51.8% | +12.4% | -38.0% |
| 5Y | -42.6% | -45.6% | +3.0% | -42.6% |
| All | -42.6% | -46.1% | +3.5% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling