-9.6%
CAG vs ROP
+6.9%
-16.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -3.3% | +0.7% | -4.1% | -3.5% |
| 30D | +7.7% | +28.8% | -21.1% | +2.3% |
| 3M | -3.2% | +21.1% | -24.2% | -7.2% |
| 6M | +7.0% | +52.5% | -45.6% | +0.7% |
| YTD | -9.0% | +8.9% | -17.8% | -12.4% |
| 1Y | -9.6% | +8.2% | -17.8% | -12.4% |
| All | -9.6% | +6.9% | -16.5% | -12.4% |
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