-35.6%
CAG vs M
+159.6%
-195.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -1.8% | -3.3% | +1.6% | -1.6% |
| 30D | +9.7% | +8.1% | +1.6% | +9.0% |
| 3M | +0.5% | +2.2% | -1.7% | +0.2% |
| 6M | +8.9% | +35.1% | -26.2% | +6.8% |
| YTD | -8.4% | +15.8% | -24.2% | -9.4% |
| 1Y | -8.3% | +25.8% | -34.1% | -9.9% |
| All | -35.6% | +159.6% | -195.1% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling