-42.6%
CAG vs SPY
+79.8%
-122.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | -5.9% | -2.0% | -3.9% | -5.6% |
| 30D | -1.5% | -1.7% | +0.1% | -1.3% |
| 3M | +11.5% | +4.7% | +6.7% | +10.5% |
| 6M | -15.7% | +12.5% | -28.2% | -17.7% |
| YTD | -10.2% | +11.7% | -21.9% | -12.3% |
| 1Y | -18.1% | +17.5% | -35.5% | -20.9% |
| 3Y | -39.4% | +76.6% | -116.0% | -48.3% |
| 5Y | -42.6% | +82.0% | -124.6% | -53.4% |
| All | -42.6% | +79.8% | -122.4% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling