-47.6%
CAG vs S
-57.1%
+9.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -5.7% | -0.7% | -5.0% | -5.7% |
| 30D | -2.4% | -11.4% | +9.0% | -2.5% |
| 3M | +9.8% | +33.8% | -24.0% | +10.2% |
| 6M | -10.8% | +39.5% | -50.3% | -10.4% |
| YTD | -10.8% | +31.7% | -42.5% | -10.4% |
| 1Y | -19.0% | +7.0% | -25.9% | -18.7% |
| 3Y | -39.7% | +11.8% | -51.5% | -39.4% |
| 5Y | -43.0% | -69.0% | +26.0% | -43.3% |
| All | -47.6% | -57.1% | +9.4% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling