+10.8%
CL vs CAG
+11.1%
-0.3%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.5% |
| 7D | +1.3% | +5.8% | -4.5% | -0.8% |
| 30D | +11.4% | +16.4% | -5.0% | +5.7% |
| 3M | +4.4% | +3.8% | +0.6% | +2.3% |
| 6M | +10.8% | +10.8% | 0.0% | +4.4% |
| All | +10.8% | +11.1% | -0.3% | +4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling