-46.1%
CAG vs PL
+81.7%
-127.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.4% |
| 7D | -5.3% | -7.5% | +2.3% | -5.3% |
| 30D | +1.0% | -25.6% | +26.6% | +0.7% |
| 3M | +17.4% | -45.6% | +63.0% | +16.8% |
| 6M | -16.8% | -29.5% | +12.7% | -17.1% |
| YTD | -6.8% | -9.7% | +2.9% | -6.9% |
| 1Y | -15.4% | +84.4% | -99.7% | -15.4% |
| 3Y | -37.1% | +550.0% | -587.1% | -37.4% |
| 5Y | -41.3% | +79.0% | -120.2% | -41.3% |
| All | -46.1% | +81.7% | -127.8% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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