-37.2%
CAG vs SPG
+64.3%
-101.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -5.9% | -2.2% | -3.7% | -5.7% |
| 30D | -1.5% | -5.8% | +4.2% | -1.0% |
| 3M | +11.5% | -2.8% | +14.3% | +11.8% |
| 6M | -15.7% | +8.9% | -24.6% | -16.4% |
| YTD | -10.2% | +14.3% | -24.5% | -11.4% |
| 1Y | -18.1% | +19.5% | -37.5% | -19.5% |
| 3Y | -39.4% | +106.9% | -146.2% | -43.4% |
| 5Y | -42.6% | +108.7% | -151.3% | -46.8% |
| All | -37.2% | +64.3% | -101.6% | -36.1% |
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