-46.2%
CAG vs SN
+453.9%
-500.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -2.6% |
| 7D | -5.9% | -7.2% | +1.3% | -5.8% |
| 30D | -1.5% | -13.4% | +11.8% | -1.3% |
| 3M | +11.5% | +26.8% | -15.3% | +11.0% |
| 6M | -15.7% | +44.6% | -60.3% | -16.3% |
| YTD | -10.2% | +45.3% | -55.5% | -10.9% |
| 1Y | -18.1% | +40.1% | -58.2% | -18.6% |
| 3Y | -39.4% | +375.3% | -414.7% | -43.1% |
| All | -46.2% | +453.9% | -500.1% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling