-44.2%
CAG vs SN
+496.6%
-540.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.4% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | +1.0% | -5.6% | +6.6% | +1.1% |
| 3M | +17.4% | +48.1% | -30.7% | +16.5% |
| 6M | -16.8% | +57.6% | -74.4% | -17.5% |
| YTD | -6.8% | +56.5% | -63.3% | -7.7% |
| 1Y | -15.4% | +52.6% | -67.9% | -16.1% |
| 3Y | -37.1% | +412.0% | -449.1% | -41.0% |
| All | -44.2% | +496.6% | -540.8% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling