+15,232.8%
CAH vs CAG
+604.9%
+14,627.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +5.4% | -3.8% | +9.2% | +6.5% |
| 30D | +3.3% | +3.1% | +0.2% | +2.3% |
| 3M | +22.8% | +23.5% | -0.7% | +15.5% |
| 6M | +11.3% | -14.8% | +26.1% | +15.3% |
| YTD | +21.1% | -5.4% | +26.6% | +21.5% |
| 1Y | +67.2% | -11.8% | +79.0% | +70.7% |
| 3Y | +195.6% | -36.7% | +232.3% | +225.4% |
| 5Y | +413.8% | -40.3% | +454.1% | +472.2% |
| 10Y | +309.6% | -37.0% | +346.6% | +329.4% |
| All | +15,232.8% | +604.9% | +14,627.9% | +7,538.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling