-38.3%
CAG vs P
+652.0%
-690.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.2% | +1.2% |
| 7D | -3.3% | +11.6% | -15.0% | -3.1% |
| 30D | +7.7% | -23.7% | +31.3% | +7.3% |
| 3M | -3.2% | -8.0% | +4.8% | -3.2% |
| 6M | +7.0% | +27.9% | -20.9% | +7.3% |
| YTD | -9.0% | +61.2% | -70.1% | -8.8% |
| 1Y | -9.6% | +28.6% | -38.2% | -9.3% |
| 3Y | -36.0% | +200.5% | -236.5% | -37.7% |
| 5Y | -40.9% | +282.9% | -323.8% | -43.6% |
| All | -38.3% | +652.0% | -690.3% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling