-43.5%
CAG vs SITM
+187.3%
-230.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -0.5% |
| 7D | -5.7% | +3.9% | -9.5% | -5.6% |
| 30D | -2.4% | -6.6% | +4.2% | -2.5% |
| 3M | +9.8% | -11.9% | +21.7% | +9.9% |
| 6M | -10.8% | +81.1% | -92.0% | -9.1% |
| YTD | -10.8% | +80.0% | -90.8% | -8.9% |
| 1Y | -19.0% | +145.8% | -164.8% | -16.5% |
| 3Y | -39.7% | +475.9% | -515.6% | -36.5% |
| All | -43.5% | +187.3% | -230.8% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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