-38.3%
CAG vs SM
+18.0%
-56.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | -3.3% | +9.4% | -12.7% | -3.5% |
| 30D | +7.7% | -14.4% | +22.0% | +7.9% |
| 3M | -3.2% | +1.6% | -4.7% | -3.3% |
| 6M | +7.0% | +6.3% | +0.6% | +6.7% |
| YTD | -9.0% | +78.8% | -87.8% | -10.1% |
| 1Y | -9.6% | +83.1% | -92.7% | -10.7% |
| 3Y | -36.0% | -5.9% | -30.1% | -36.4% |
| 5Y | -40.9% | +4.8% | -45.7% | -41.6% |
| All | -38.3% | +18.0% | -56.3% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling