-36.8%
CAG vs PL
+540.6%
-577.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -2.0% |
| 7D | -6.2% | +22.3% | -28.4% | -5.8% |
| 30D | +7.4% | -8.3% | +15.7% | +7.4% |
| 3M | -1.6% | -43.3% | +41.7% | -2.3% |
| 6M | +6.3% | -65.8% | +72.2% | +5.2% |
| YTD | -10.1% | -29.5% | +19.4% | -10.4% |
| 1Y | -10.2% | +11.7% | -22.0% | -10.3% |
| All | -36.8% | +540.6% | -577.3% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling