-15.4%
CAG vs PL
+131.1%
-146.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.5% |
| 7D | -5.3% | -7.5% | +2.3% | -5.5% |
| 30D | +1.0% | -25.6% | +26.6% | +0.1% |
| 3M | +17.4% | -45.6% | +63.0% | +15.4% |
| 6M | -16.8% | -29.5% | +12.7% | -17.5% |
| YTD | -6.8% | -9.7% | +2.9% | -7.0% |
| 1Y | -15.4% | +84.4% | -99.7% | -18.2% |
| All | -15.4% | +131.1% | -146.5% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling