+6.3%
CAG vs SM
+7.4%
-1.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | -1.5% |
| 7D | -6.2% | +10.6% | -16.8% | -5.4% |
| 30D | +7.4% | -15.0% | +22.4% | +7.1% |
| 3M | -1.6% | +1.7% | -3.3% | -1.3% |
| 6M | +6.3% | +5.9% | +0.5% | +6.1% |
| All | +6.3% | +7.4% | -1.0% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling