-42.3%
CAG vs REPL
-17.3%
-25.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.4% | +5.7% | -2.7% |
| 7D | -5.9% | -13.4% | +7.5% | -5.8% |
| 30D | -1.5% | -3.0% | +1.5% | -1.5% |
| 3M | +11.5% | +56.3% | -44.9% | +10.9% |
| 6M | -15.7% | +60.9% | -76.6% | -17.2% |
| YTD | -10.2% | +36.2% | -46.4% | -11.7% |
| 1Y | -18.1% | +121.0% | -139.1% | -20.6% |
| 3Y | -39.4% | -32.8% | -6.6% | -42.0% |
| 5Y | -42.6% | -58.7% | +16.1% | -44.6% |
| All | -42.3% | -17.3% | -25.0% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded REPL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling