+286.7%
CAG vs M
+439.9%
-153.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -1.8% | -3.3% | +1.6% | -1.5% |
| 30D | +9.7% | +8.1% | +1.6% | +8.8% |
| 3M | +0.5% | +2.2% | -1.7% | +0.1% |
| 6M | +8.9% | +35.1% | -26.2% | +5.5% |
| YTD | -8.4% | +15.8% | -24.2% | -10.2% |
| 1Y | -8.3% | +25.8% | -34.1% | -11.0% |
| 3Y | -36.1% | +156.2% | -192.3% | -43.5% |
| 5Y | -40.1% | -2.4% | -37.8% | -43.7% |
| 10Y | -36.9% | -7.1% | -29.8% | -44.9% |
| All | +286.7% | +439.9% | -153.2% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling