+16.6%
CAG vs RAM
-82.2%
+98.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -32.5% | +35.2% | -0.6% |
| 7D | +11.4% | -49.5% | +60.8% | +5.0% |
| 30D | +16.7% | -63.2% | +79.9% | +8.5% |
| 3M | +4.5% | -58.5% | +63.0% | -1.1% |
| All | +16.6% | -82.2% | +98.8% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 5y: compounded portfolio wealth divided by compounded RAM 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…
5y analysis · Full analysis span regression · Available span rolling