+394.1%
CAG vs SPG
+5,256.9%
-4,862.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -3.8% | -2.4% | -1.4% | -3.5% |
| 30D | +3.1% | -6.8% | +10.0% | +4.1% |
| 3M | +23.5% | +2.7% | +20.8% | +23.1% |
| 6M | -14.8% | +5.5% | -20.3% | -15.5% |
| YTD | -5.4% | +15.7% | -21.1% | -7.4% |
| 1Y | -11.8% | +20.9% | -32.7% | -14.1% |
| 3Y | -36.7% | +112.4% | -149.0% | -43.1% |
| 5Y | -40.3% | +101.4% | -141.6% | -46.5% |
| 10Y | -37.0% | +60.6% | -97.6% | -44.0% |
| All | +394.1% | +5,256.9% | -4,862.8% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling