+30.0%
CL vs CAG
-40.1%
+70.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -2.2% | -3.8% | +1.6% | -0.7% |
| 30D | -4.8% | +3.1% | -8.0% | -6.1% |
| 3M | +4.9% | +23.5% | -18.6% | -3.9% |
| 6M | -5.7% | -14.8% | +9.1% | -0.2% |
| YTD | +14.4% | -5.4% | +19.8% | +15.8% |
| 1Y | +8.7% | -11.8% | +20.6% | +13.0% |
| 3Y | +30.0% | -36.7% | +66.6% | +51.7% |
| All | +30.0% | -40.1% | +70.1% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling