-11.8%
CAG vs STT
+75.3%
-87.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -3.8% | +0.5% | -4.3% | -3.7% |
| 30D | +3.1% | +3.9% | -0.7% | +3.8% |
| 3M | +23.5% | +20.0% | +3.5% | +26.6% |
| 6M | -14.8% | +55.3% | -70.2% | -10.2% |
| YTD | -5.4% | +53.3% | -58.8% | +0.2% |
| 1Y | -11.8% | +74.7% | -86.5% | -2.2% |
| All | -11.8% | +75.3% | -87.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling