+7,803.6%
CI vs CAG
+602.0%
+7,201.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.1% |
| 7D | -1.6% | +5.8% | -7.4% | -3.3% |
| 30D | +5.4% | +16.4% | -10.9% | +0.5% |
| 3M | +7.3% | +3.8% | +3.4% | +5.7% |
| 6M | +5.3% | +10.8% | -5.5% | +1.4% |
| YTD | +8.5% | -5.8% | +14.3% | +9.1% |
| 1Y | +17.1% | -2.4% | +19.5% | +16.4% |
| 3Y | +1.4% | -33.4% | +34.8% | +11.9% |
| 5Y | +50.5% | -39.4% | +89.9% | +70.1% |
| 10Y | +168.5% | -37.5% | +206.0% | +184.5% |
| All | +7,803.6% | +602.0% | +7,201.6% | +3,497.8% |
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 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