-32.7%
CAG vs TRU
+226.0%
-258.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -6.6% | -6.5% | -0.1% | -5.9% |
| 30D | +2.3% | -2.5% | +4.8% | +2.6% |
| 3M | +16.3% | +10.4% | +5.9% | +14.8% |
| 6M | -16.0% | +1.6% | -17.7% | -16.5% |
| YTD | -7.7% | -9.7% | +2.0% | -7.2% |
| 1Y | -16.0% | -17.3% | +1.2% | -14.8% |
| 3Y | -37.7% | -1.8% | -35.9% | -39.7% |
| 5Y | -41.2% | -36.2% | -5.0% | -39.1% |
| 10Y | -33.8% | +143.2% | -177.0% | -49.7% |
| All | -32.7% | +226.0% | -258.7% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling