-41.2%
CAG vs S
-71.9%
+30.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -6.6% | -1.2% | -5.4% | -6.6% |
| 30D | +2.3% | -12.6% | +14.9% | +2.1% |
| 3M | +16.3% | +27.6% | -11.3% | +16.7% |
| 6M | -16.0% | +35.5% | -51.5% | -15.6% |
| YTD | -7.7% | +29.6% | -37.3% | -7.3% |
| 1Y | -16.0% | +8.1% | -24.2% | -15.8% |
| 3Y | -37.7% | +14.8% | -52.5% | -37.3% |
| 5Y | -41.2% | -70.6% | +29.3% | -41.8% |
| All | -41.2% | -71.9% | +30.7% | -41.8% |
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