+7,463.6%
CI vs CAG
+604.9%
+6,858.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | +1.3% | -3.8% | +5.1% | +2.5% |
| 30D | +4.4% | +3.1% | +1.3% | +3.3% |
| 3M | +0.7% | +23.5% | -22.8% | -6.1% |
| 6M | +0.3% | -14.8% | +15.2% | +4.7% |
| YTD | +3.8% | -5.4% | +9.3% | +4.5% |
| 1Y | -5.5% | -11.8% | +6.3% | -3.0% |
| 3Y | +8.1% | -36.7% | +44.8% | +21.3% |
| 5Y | +42.8% | -40.3% | +83.1% | +62.5% |
| 10Y | +143.9% | -37.0% | +180.9% | +157.7% |
| All | +7,463.6% | +604.9% | +6,858.7% | +3,346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling