-39.7%
CAG vs TRU
-1.3%
-38.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -5.7% | -2.7% | -3.0% | -5.5% |
| 30D | -2.4% | -2.0% | -0.4% | -2.3% |
| 3M | +9.8% | +18.4% | -8.7% | +9.1% |
| 6M | -10.8% | +8.9% | -19.7% | -11.2% |
| YTD | -10.8% | -8.9% | -1.9% | -10.7% |
| 1Y | -19.0% | -15.9% | -3.1% | -18.7% |
| 3Y | -39.7% | -1.1% | -38.6% | -38.9% |
| All | -39.7% | -1.3% | -38.4% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling