+567.3%
CAG vs STT
+6,617.4%
-6,050.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -6.2% | +5.1% | -11.3% | -6.8% |
| 30D | +7.4% | -0.2% | +7.7% | +7.4% |
| 3M | -1.6% | -8.1% | +6.5% | -0.6% |
| 6M | +6.3% | +16.6% | -10.3% | +3.7% |
| YTD | -10.1% | +37.8% | -47.9% | -14.6% |
| 1Y | -10.2% | +46.8% | -57.1% | -15.5% |
| 3Y | -37.3% | +181.2% | -218.5% | -46.6% |
| 5Y | -41.6% | +105.1% | -146.7% | -48.8% |
| 10Y | -38.1% | +202.3% | -240.4% | -50.7% |
| All | +567.3% | +6,617.4% | -6,050.1% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling