+575.5%
CAG vs STT
+6,607.8%
-6,032.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | -3.3% | +4.8% | -8.1% | -4.0% |
| 30D | +7.7% | +3.9% | +3.7% | +7.0% |
| 3M | -3.2% | -8.2% | +5.0% | -2.2% |
| 6M | +7.0% | +15.6% | -8.6% | +4.4% |
| YTD | -9.0% | +37.6% | -46.6% | -13.5% |
| 1Y | -9.6% | +50.1% | -59.7% | -15.1% |
| 3Y | -36.0% | +183.1% | -219.0% | -45.5% |
| 5Y | -40.9% | +104.8% | -145.7% | -48.2% |
| 10Y | -37.3% | +201.9% | -239.2% | -50.1% |
| All | +575.5% | +6,607.8% | -6,032.2% | +149.3% |
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