+1.4%
CI vs CAG
-34.1%
+35.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.2% |
| 7D | -1.6% | +5.8% | -7.4% | -2.9% |
| 30D | +5.4% | +16.4% | -10.9% | +1.7% |
| 3M | +7.3% | +3.8% | +3.4% | +5.9% |
| 6M | +5.3% | +10.8% | -5.5% | +2.3% |
| YTD | +8.5% | -5.8% | +14.3% | +8.2% |
| 1Y | +17.1% | -2.4% | +19.5% | +15.9% |
| 3Y | +1.4% | -33.4% | +34.8% | +9.1% |
| All | +1.4% | -34.1% | +35.5% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling