-36.0%
CAG vs SPG
+135.6%
-171.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -3.3% | +2.0% | -5.3% | -3.8% |
| 30D | +7.7% | +17.2% | -9.6% | +3.6% |
| 3M | -3.2% | +6.3% | -9.5% | -4.8% |
| 6M | +7.0% | +18.7% | -11.7% | +3.1% |
| YTD | -9.0% | +30.1% | -39.1% | -13.9% |
| 1Y | -9.6% | +32.8% | -42.4% | -14.9% |
| 3Y | -36.0% | +133.6% | -169.6% | -47.0% |
| All | -36.0% | +135.6% | -171.5% | -47.0% |
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 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