-33.7%
CAG vs RUN
-29.4%
-4.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -1.5% |
| 7D | -5.3% | +10.2% | -15.4% | -5.4% |
| 30D | +1.0% | -9.6% | +10.6% | +1.1% |
| 3M | +17.4% | -31.5% | +48.9% | +18.0% |
| 6M | -16.8% | -18.7% | +1.9% | -16.7% |
| YTD | -6.8% | -49.9% | +43.1% | -6.2% |
| 1Y | -15.4% | -45.5% | +30.1% | -15.1% |
| 3Y | -37.1% | -34.1% | -3.0% | -38.6% |
| 5Y | -41.3% | -79.4% | +38.2% | -41.8% |
| 10Y | -35.5% | +48.9% | -84.4% | -44.3% |
| All | -33.7% | -29.4% | -4.3% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling