-16.0%
CAG vs P
+22.0%
-38.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | -1.4% |
| 7D | -6.6% | +5.0% | -11.6% | -6.1% |
| 30D | +2.3% | -0.9% | +3.2% | +2.5% |
| 3M | +16.3% | +38.7% | -22.4% | +21.5% |
| 6M | -16.0% | +54.4% | -70.4% | -10.9% |
| YTD | -7.7% | +44.8% | -52.5% | -2.4% |
| 1Y | -16.0% | +22.5% | -38.6% | -9.6% |
| All | -16.0% | +22.0% | -38.1% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling