+90.3%
CAG vs TRI
+507.2%
-416.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -6.6% | -8.4% | +1.8% | -5.0% |
| 30D | +2.3% | -6.5% | +8.8% | +3.5% |
| 3M | +16.3% | +18.6% | -2.3% | +11.6% |
| 6M | -16.0% | -10.4% | -5.6% | -15.1% |
| YTD | -7.7% | -23.7% | +16.0% | -4.2% |
| 1Y | -16.0% | -42.5% | +26.4% | -7.4% |
| 3Y | -37.7% | -19.3% | -18.4% | -37.1% |
| 5Y | -41.2% | -9.7% | -31.6% | -42.6% |
| 10Y | -33.8% | +194.4% | -228.2% | -51.5% |
| All | +90.3% | +507.2% | -416.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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