-39.3%
CAG vs SPXU
-79.4%
+40.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.6% | -2.7% |
| 7D | -5.9% | +6.4% | -12.2% | -5.8% |
| 30D | -1.5% | +5.9% | -7.5% | -1.5% |
| 3M | +11.5% | -11.7% | +23.1% | +11.3% |
| 6M | -15.7% | -28.7% | +13.0% | -16.2% |
| YTD | -10.2% | -26.4% | +16.1% | -10.7% |
| 1Y | -18.1% | -35.2% | +17.2% | -18.9% |
| All | -39.3% | -79.4% | +40.2% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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