-38.3%
CAG vs SPG
+113.9%
-152.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -3.3% | +2.0% | -5.3% | -3.5% |
| 30D | +7.7% | +17.2% | -9.6% | +6.0% |
| 3M | -3.2% | +6.3% | -9.5% | -3.8% |
| 6M | +7.0% | +18.7% | -11.7% | +5.2% |
| YTD | -9.0% | +30.1% | -39.1% | -11.3% |
| 1Y | -9.6% | +32.8% | -42.4% | -12.1% |
| 3Y | -36.0% | +133.6% | -169.6% | -41.0% |
| 5Y | -40.9% | +84.4% | -125.3% | -45.0% |
| All | -38.3% | +113.9% | -152.2% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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