+390.1%
CAG vs IT
+6,105.9%
-5,715.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.5% |
| 7D | -3.8% | -6.0% | +2.2% | -3.3% |
| 30D | +3.1% | 0.0% | +3.1% | +3.1% |
| 3M | +23.5% | +13.1% | +10.4% | +21.7% |
| 6M | -14.8% | +11.7% | -26.5% | -16.2% |
| YTD | -5.4% | -26.1% | +20.7% | -4.0% |
| 1Y | -11.8% | -21.3% | +9.4% | -11.1% |
| 3Y | -36.7% | -46.7% | +10.1% | -34.6% |
| 5Y | -40.3% | -40.5% | +0.2% | -39.4% |
| 10Y | -37.0% | +103.9% | -140.9% | -43.6% |
| All | +390.1% | +6,105.9% | -5,715.8% | +260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling