+601.8%
CAG vs STT
+7,372.9%
-6,771.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -3.8% | +0.5% | -4.3% | -3.9% |
| 30D | +3.1% | +3.9% | -0.7% | +2.5% |
| 3M | +23.5% | +20.0% | +3.5% | +20.2% |
| 6M | -14.8% | +55.3% | -70.2% | -20.2% |
| YTD | -5.4% | +53.3% | -58.8% | -11.4% |
| 1Y | -11.8% | +74.7% | -86.5% | -18.9% |
| 3Y | -36.7% | +205.8% | -242.5% | -46.6% |
| 5Y | -40.3% | +145.0% | -185.3% | -48.9% |
| 10Y | -37.0% | +266.0% | -303.0% | -51.1% |
| All | +601.8% | +7,372.9% | -6,771.1% | +155.5% |
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