-35.6%
CAG vs S
+51.7%
-87.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.3% |
| 7D | -1.8% | +1.2% | -3.0% | -1.7% |
| 30D | +9.7% | -7.3% | +17.0% | +9.7% |
| 3M | +0.5% | +5.9% | -5.4% | +0.6% |
| 6M | +8.9% | +45.6% | -36.7% | +9.1% |
| YTD | -8.4% | +58.5% | -66.9% | -8.0% |
| 1Y | -8.3% | +37.6% | -45.9% | -8.0% |
| All | -35.6% | +51.7% | -87.2% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling