-43.5%
CAG vs SPXU
-86.1%
+42.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.8% |
| 7D | -5.7% | +2.5% | -8.2% | -5.5% |
| 30D | -2.4% | +4.2% | -6.6% | -2.1% |
| 3M | +9.8% | -9.3% | +19.0% | +9.2% |
| 6M | -10.8% | -30.7% | +19.9% | -12.7% |
| YTD | -10.8% | -28.1% | +17.3% | -12.5% |
| 1Y | -19.0% | -35.2% | +16.3% | -21.0% |
| 3Y | -39.7% | -79.9% | +40.3% | -46.3% |
| All | -43.5% | -86.1% | +42.6% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling