-5.6%
CAG vs SN
+156.5%
-162.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.1% | +1.9% | +5.7% |
| 7D | +9.7% | +10.6% | -0.9% | +9.1% |
| 30D | +15.8% | +20.0% | -4.2% | +14.7% |
| 3M | +1.8% | +30.4% | -28.6% | +0.4% |
| 6M | +11.5% | +91.0% | -79.5% | +9.2% |
| YTD | -6.7% | +95.9% | -102.7% | -9.8% |
| 1Y | -5.6% | +158.9% | -164.5% | -7.9% |
| All | -5.6% | +156.5% | -162.1% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling