-41.6%
CAG vs SM
+5.1%
-46.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | -2.0% |
| 7D | -6.2% | +10.6% | -16.8% | -6.4% |
| 30D | +7.4% | -15.0% | +22.4% | +7.8% |
| 3M | -1.6% | +1.7% | -3.3% | -1.8% |
| 6M | +6.3% | +5.9% | +0.5% | +5.9% |
| YTD | -10.1% | +79.0% | -89.1% | -12.2% |
| 1Y | -10.2% | +84.7% | -94.9% | -12.5% |
| 3Y | -37.3% | -3.5% | -33.9% | -38.6% |
| 5Y | -41.6% | +4.9% | -46.5% | -42.0% |
| All | -41.6% | +5.1% | -46.6% | -42.0% |
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