-37.7%
CAG vs SPY
+322.5%
-360.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.0% |
| 7D | -5.7% | -0.8% | -4.9% | -5.4% |
| 30D | -2.4% | -1.1% | -1.3% | -2.1% |
| 3M | +9.8% | +3.9% | +5.9% | +8.3% |
| 6M | -10.8% | +13.6% | -24.4% | -14.9% |
| YTD | -10.8% | +12.7% | -23.5% | -14.7% |
| 1Y | -19.0% | +17.5% | -36.5% | -23.8% |
| 3Y | -39.7% | +76.9% | -116.6% | -52.3% |
| 5Y | -43.0% | +83.6% | -126.6% | -56.2% |
| All | -37.7% | +322.5% | -360.1% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling