-36.8%
CAG vs SN
+425.1%
-461.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.8% |
| 7D | -6.2% | +1.4% | -7.6% | -6.2% |
| 30D | +7.4% | +16.6% | -9.2% | +7.0% |
| 3M | -1.6% | +18.3% | -19.9% | -2.1% |
| 6M | +6.3% | +103.1% | -96.7% | +5.0% |
| YTD | -10.1% | +96.7% | -106.8% | -11.3% |
| 1Y | -10.2% | +134.3% | -144.6% | -11.7% |
| All | -36.8% | +425.1% | -461.9% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling