+7.0%
CI vs CAG
-36.3%
+43.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +1.2% | -3.3% | +4.5% | +2.0% |
| 30D | +2.6% | +7.7% | -5.1% | +0.7% |
| 3M | +7.4% | -3.2% | +10.6% | +7.9% |
| 6M | -0.1% | +7.0% | -7.1% | -2.2% |
| YTD | +9.7% | -9.0% | +18.7% | +10.4% |
| 1Y | +12.1% | -9.6% | +21.7% | +13.0% |
| 3Y | +7.0% | -36.0% | +43.0% | +21.0% |
| All | +7.0% | -36.3% | +43.4% | +21.0% |
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