-39.7%
CAG vs MKTX
-25.3%
-14.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | -2.4% | +0.7% | -3.1% | -2.5% |
| 3M | +9.8% | +40.8% | -31.0% | +5.9% |
| 6M | -10.8% | -8.0% | -2.8% | -9.8% |
| YTD | -10.8% | -8.7% | -2.1% | -9.6% |
| 1Y | -19.0% | -11.8% | -7.1% | -17.6% |
| 3Y | -39.7% | -24.0% | -15.7% | -38.6% |
| All | -39.7% | -25.3% | -14.4% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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