-33.4%
CAG vs PL
+455.3%
-488.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.4% | -12.1% | -1.5% |
| 7D | +5.8% | -6.8% | +12.6% | +5.7% |
| 30D | +16.4% | -29.3% | +45.6% | +15.8% |
| 3M | +3.8% | -44.8% | +48.6% | +3.0% |
| 6M | +10.8% | -68.4% | +79.2% | +9.3% |
| YTD | -5.8% | -36.4% | +30.5% | -6.4% |
| 1Y | -2.4% | +0.7% | -3.1% | -2.7% |
| 3Y | -33.4% | +455.3% | -488.7% | -33.8% |
| All | -33.4% | +455.3% | -488.7% | -33.8% |
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