-37.7%
CAG vs STT
+271.9%
-309.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -5.7% | -0.4% | -5.2% | -5.6% |
| 30D | -2.4% | +1.7% | -4.1% | -2.6% |
| 3M | +9.8% | +17.9% | -8.1% | +7.6% |
| 6M | -10.8% | +55.3% | -66.1% | -15.4% |
| YTD | -10.8% | +52.7% | -63.5% | -15.3% |
| 1Y | -19.0% | +75.7% | -94.6% | -24.4% |
| 3Y | -39.7% | +197.9% | -237.6% | -47.7% |
| 5Y | -43.0% | +158.8% | -201.7% | -50.6% |
| All | -37.7% | +271.9% | -309.6% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling