-41.3%
CAG vs P
+283.1%
-324.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.3% |
| 7D | -5.3% | +7.8% | -13.1% | -4.8% |
| 30D | +1.0% | +12.3% | -11.3% | +1.9% |
| 3M | +17.4% | +37.1% | -19.7% | +20.3% |
| 6M | -16.8% | +66.1% | -82.9% | -13.6% |
| YTD | -6.8% | +50.9% | -57.7% | -3.5% |
| 1Y | -15.4% | +27.2% | -42.6% | -12.7% |
| 3Y | -37.1% | +158.7% | -195.8% | -33.2% |
| 5Y | -41.3% | +291.1% | -332.4% | -37.4% |
| All | -41.3% | +283.1% | -324.4% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling