-41.2%
CAG vs SM
+119.2%
-160.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | +2.3% | +20.3% | -18.0% | +1.8% |
| 3M | +16.3% | +22.9% | -6.6% | +15.5% |
| 6M | -16.0% | +47.8% | -63.9% | -17.3% |
| YTD | -7.7% | +107.5% | -115.2% | -10.2% |
| 1Y | -16.0% | +51.7% | -67.8% | -17.7% |
| 3Y | -37.7% | -0.9% | -36.9% | -38.9% |
| 5Y | -41.2% | +112.2% | -153.5% | -45.6% |
| All | -41.2% | +119.2% | -160.4% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling