-43.5%
CAG vs RUN
-81.0%
+37.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -5.7% | -3.7% | -2.0% | -5.7% |
| 30D | -2.4% | -13.0% | +10.6% | -2.4% |
| 3M | +9.8% | -31.8% | +41.6% | +9.8% |
| 6M | -10.8% | -32.2% | +21.4% | -10.9% |
| YTD | -10.8% | -53.5% | +42.7% | -10.9% |
| 1Y | -19.0% | -46.5% | +27.6% | -19.1% |
| 3Y | -39.7% | -37.6% | -2.1% | -40.3% |
| All | -43.5% | -81.0% | +37.5% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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