-41.3%
CAG vs M
+24.8%
-66.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.3% |
| 7D | -5.3% | +2.4% | -7.6% | -5.4% |
| 30D | +1.0% | -11.6% | +12.6% | +1.6% |
| 3M | +17.4% | +1.6% | +15.7% | +17.3% |
| 6M | -16.8% | +25.2% | -42.0% | -17.7% |
| YTD | -6.8% | +3.8% | -10.5% | -7.1% |
| 1Y | -15.4% | +36.3% | -51.7% | -16.8% |
| 3Y | -37.1% | +116.3% | -153.4% | -40.1% |
| 5Y | -41.3% | +28.2% | -69.4% | -44.7% |
| All | -41.3% | +24.8% | -66.1% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling