+398.3%
CAH vs CAG
-42.8%
+441.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.1% | -1.1% |
| 7D | -5.1% | -5.9% | +0.8% | -3.9% |
| 30D | -1.8% | -1.5% | -0.2% | -1.6% |
| 3M | +9.4% | +11.5% | -2.1% | +6.5% |
| 6M | +9.2% | -15.7% | +24.9% | +12.8% |
| YTD | +15.7% | -10.2% | +25.9% | +17.1% |
| 1Y | +59.7% | -18.1% | +77.8% | +65.1% |
| 3Y | +178.5% | -39.4% | +217.9% | +206.6% |
| 5Y | +398.3% | -42.6% | +440.8% | +449.0% |
| All | +398.3% | -42.8% | +441.1% | +449.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling