+141.0%
CI vs CAG
-35.6%
+176.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -1.1% | -6.6% | +5.5% | +0.6% |
| 30D | +0.5% | +2.3% | -1.8% | -0.2% |
| 3M | -5.2% | +16.3% | -21.5% | -9.0% |
| 6M | +4.3% | -16.0% | +20.4% | +8.4% |
| YTD | +2.8% | -7.7% | +10.5% | +3.9% |
| 1Y | -5.8% | -16.0% | +10.2% | -2.5% |
| 3Y | +4.7% | -37.7% | +42.4% | +15.6% |
| 5Y | +42.7% | -41.2% | +83.9% | +59.8% |
| 10Y | +141.0% | -33.8% | +174.8% | +158.8% |
| All | +141.0% | -35.6% | +176.6% | +158.8% |
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 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