+150.3%
CI vs CAG
-38.9%
+189.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | +2.6% | +6.6% | -4.0% | +0.9% |
| 30D | +7.3% | +13.9% | -6.6% | +3.7% |
| 3M | +9.5% | +4.0% | +5.5% | +8.1% |
| 6M | +6.4% | +10.0% | -3.6% | +3.4% |
| YTD | +12.0% | -6.1% | +18.1% | +12.5% |
| 1Y | +20.1% | -4.3% | +24.4% | +20.0% |
| 3Y | +9.6% | -34.6% | +44.1% | +19.5% |
| 5Y | +52.7% | -39.4% | +92.2% | +69.8% |
| 10Y | +150.3% | -34.2% | +184.4% | +154.2% |
| All | +150.3% | -38.9% | +189.1% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling