+52.4%
CAG vs MKTX
+1,443.5%
-1,391.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -1.5% | +0.8% | -2.4% | -1.6% |
| 3M | +11.5% | +41.1% | -29.7% | +6.6% |
| 6M | -15.7% | -9.5% | -6.1% | -15.2% |
| YTD | -10.2% | -8.7% | -1.5% | -9.8% |
| 1Y | -18.1% | -10.0% | -8.1% | -17.7% |
| 3Y | -39.4% | -24.6% | -14.8% | -38.6% |
| 5Y | -42.6% | -60.3% | +17.7% | -38.3% |
| 10Y | -35.6% | +5.0% | -40.6% | -38.8% |
| All | +52.4% | +1,443.5% | -1,391.0% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling