+294.5%
CAG vs SM
+1,608.3%
-1,313.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +3.1% | +26.3% | -23.2% | +2.1% |
| 3M | +23.5% | +8.7% | +14.8% | +22.8% |
| 6M | -14.8% | +51.7% | -66.5% | -16.7% |
| YTD | -5.4% | +99.0% | -104.5% | -8.6% |
| 1Y | -11.8% | +34.6% | -46.4% | -13.4% |
| 3Y | -36.7% | -7.8% | -28.9% | -37.4% |
| 5Y | -40.3% | +104.8% | -145.0% | -43.8% |
| 10Y | -37.0% | +7.2% | -44.2% | -44.4% |
| All | +294.5% | +1,608.3% | -1,313.8% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling