-42.6%
CAG vs MTB
+101.1%
-143.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -5.9% | -0.4% | -5.5% | -5.8% |
| 30D | -1.5% | -4.6% | +3.1% | -0.8% |
| 3M | +11.5% | +7.4% | +4.0% | +10.2% |
| 6M | -15.7% | +18.7% | -34.4% | -18.0% |
| YTD | -10.2% | +21.1% | -31.3% | -13.1% |
| 1Y | -18.1% | +24.1% | -42.1% | -21.1% |
| 3Y | -39.4% | +115.3% | -154.7% | -47.6% |
| 5Y | -42.6% | +106.0% | -148.6% | -51.4% |
| All | -42.6% | +101.1% | -143.7% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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