+275.1%
CAG vs SM
+1,436.3%
-1,161.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | -2.1% |
| 7D | -6.2% | +10.6% | -16.8% | -6.6% |
| 30D | +7.4% | -15.0% | +22.4% | +8.0% |
| 3M | -1.6% | +1.7% | -3.3% | -1.9% |
| 6M | +6.3% | +5.9% | +0.5% | +5.6% |
| YTD | -10.1% | +79.0% | -89.1% | -12.9% |
| 1Y | -10.2% | +84.7% | -94.9% | -13.2% |
| 3Y | -37.3% | -3.5% | -33.9% | -38.3% |
| 5Y | -41.6% | +4.9% | -46.5% | -43.5% |
| 10Y | -38.1% | +17.7% | -55.8% | -45.9% |
| All | +275.1% | +1,436.3% | -1,161.2% | +153.3% |
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