-37.6%
CAG vs SPG
+106.5%
-144.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | -6.6% | -1.7% | -5.0% | -6.3% |
| 30D | +2.3% | -6.3% | +8.6% | +3.8% |
| 3M | +16.3% | -2.4% | +18.7% | +17.2% |
| 6M | -16.0% | +9.6% | -25.7% | -17.3% |
| YTD | -7.7% | +14.2% | -21.9% | -10.1% |
| 1Y | -16.0% | +19.3% | -35.3% | -19.0% |
| All | -37.6% | +106.5% | -144.1% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling