-37.6%
CAG vs ROP
-18.8%
-18.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.7% |
| 7D | -6.6% | -6.1% | -0.5% | -5.4% |
| 30D | +2.3% | -3.4% | +5.7% | +2.9% |
| 3M | +16.3% | +16.7% | -0.4% | +12.8% |
| 6M | -16.0% | +8.1% | -24.1% | -17.5% |
| YTD | -7.7% | -11.7% | +4.0% | -5.4% |
| 1Y | -16.0% | -24.2% | +8.2% | -10.6% |
| All | -37.6% | -18.8% | -18.8% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling