-37.2%
CAG vs M
-10.0%
-27.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.0% | -2.4% |
| 7D | -5.9% | -8.8% | +2.9% | -5.4% |
| 30D | -1.5% | -16.4% | +14.9% | -0.5% |
| 3M | +11.5% | -10.8% | +22.3% | +12.1% |
| 6M | -15.7% | +16.1% | -31.8% | -16.5% |
| YTD | -10.2% | -5.3% | -4.9% | -10.2% |
| 1Y | -18.1% | +24.9% | -42.9% | -19.4% |
| 3Y | -39.4% | +97.5% | -136.9% | -42.8% |
| 5Y | -42.6% | +20.4% | -63.0% | -45.5% |
| All | -37.2% | -10.0% | -27.3% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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