-36.3%
CAG vs PL
+454.1%
-490.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -3.8% | -9.3% | +5.5% | -3.9% |
| 30D | +3.1% | -18.9% | +22.1% | +2.9% |
| 3M | +23.5% | -58.4% | +81.8% | +22.4% |
| 6M | -14.8% | -30.3% | +15.5% | -15.2% |
| YTD | -5.4% | -8.1% | +2.7% | -5.6% |
| 1Y | -11.8% | +180.5% | -192.3% | -11.7% |
| All | -36.3% | +454.1% | -490.4% | -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