-11.8%
CAG vs ROP
-21.5%
+9.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.4% |
| 7D | -3.8% | -4.4% | +0.6% | -3.1% |
| 30D | +3.1% | +3.2% | -0.1% | +2.6% |
| 3M | +23.5% | +23.1% | +0.4% | +20.4% |
| 6M | -14.8% | +13.3% | -28.2% | -16.7% |
| YTD | -5.4% | -7.9% | +2.4% | -5.4% |
| 1Y | -11.8% | -22.1% | +10.3% | -8.0% |
| All | -11.8% | -21.5% | +9.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling