-28.2%
CAG vs P
+485.4%
-513.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | -3.8% | +6.5% | -10.3% | -3.8% |
| 30D | +3.1% | +18.8% | -15.7% | +3.2% |
| 3M | +23.5% | +26.7% | -3.3% | +23.7% |
| 6M | -14.8% | +62.2% | -77.0% | -14.8% |
| YTD | -5.4% | +48.5% | -53.9% | -5.4% |
| 1Y | -11.8% | +26.4% | -38.2% | -11.7% |
| 3Y | -36.7% | +159.4% | -196.1% | -38.3% |
| 5Y | -40.3% | +275.8% | -316.1% | -43.1% |
| 10Y | -37.0% | +732.0% | -769.0% | -43.0% |
| All | -28.2% | +485.4% | -513.6% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling