-41.2%
CAG vs ROP
-16.4%
-24.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.7% |
| 7D | -6.6% | -6.1% | -0.5% | -5.3% |
| 30D | +2.3% | -3.4% | +5.7% | +3.0% |
| 3M | +16.3% | +16.7% | -0.4% | +12.2% |
| 6M | -16.0% | +8.1% | -24.1% | -17.7% |
| YTD | -7.7% | -11.7% | +4.0% | -5.4% |
| 1Y | -16.0% | -24.2% | +8.2% | -10.5% |
| 3Y | -37.7% | -19.0% | -18.7% | -35.3% |
| 5Y | -41.2% | -15.9% | -25.4% | -40.5% |
| All | -41.2% | -16.4% | -24.8% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling