-30.3%
CAG vs SITM
+4,437.5%
-4,467.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | -6.6% | +3.7% | -10.3% | -6.6% |
| 30D | +2.3% | -14.5% | +16.8% | +2.2% |
| 3M | +16.3% | -10.6% | +26.9% | +16.3% |
| 6M | -16.0% | +65.5% | -81.6% | -15.9% |
| YTD | -7.7% | +67.0% | -74.7% | -7.5% |
| 1Y | -16.0% | +138.6% | -154.6% | -15.9% |
| 3Y | -37.7% | +421.8% | -459.5% | -38.2% |
| 5Y | -41.2% | +172.4% | -213.7% | -42.0% |
| All | -30.3% | +4,437.5% | -4,467.8% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling