-40.1%
CAG vs S
-67.1%
+26.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.6% |
| 3M | +0.5% | +5.9% | -5.4% | +0.6% |
| 6M | +8.9% | +45.6% | -36.7% | +9.5% |
| YTD | -8.4% | +58.5% | -66.9% | -7.7% |
| 1Y | -8.3% | +37.6% | -45.9% | -7.7% |
| 3Y | -36.1% | +51.7% | -87.8% | -35.5% |
| 5Y | -40.1% | -67.5% | +27.3% | -40.0% |
| All | -40.1% | -67.1% | +26.9% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling