+142.8%
CI vs CAG
-37.3%
+180.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +1.2% | -3.3% | +4.5% | +2.1% |
| 30D | +2.6% | +7.7% | -5.1% | +0.6% |
| 3M | +7.4% | -3.2% | +10.6% | +8.0% |
| 6M | -0.1% | +7.0% | -7.1% | -2.3% |
| YTD | +9.7% | -9.0% | +18.7% | +11.1% |
| 1Y | +12.1% | -9.6% | +21.7% | +13.7% |
| 3Y | +7.0% | -36.0% | +43.0% | +17.4% |
| 5Y | +49.7% | -40.9% | +90.6% | +67.5% |
| All | +142.8% | -37.3% | +180.0% | +153.9% |
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 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