+180.2%
CAH vs CAG
-37.6%
+217.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -2.2% | -6.6% | +4.4% | -1.6% |
| 30D | +1.2% | +2.3% | -1.1% | +0.9% |
| 3M | +13.1% | +16.3% | -3.2% | +11.3% |
| 6M | +8.5% | -16.0% | +24.5% | +10.0% |
| YTD | +17.6% | -7.7% | +25.3% | +17.6% |
| 1Y | +60.7% | -16.0% | +76.7% | +62.0% |
| All | +180.2% | -37.6% | +217.7% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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