+4,850.5%
CL vs CAG
+604.9%
+4,245.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -2.2% | -3.8% | +1.6% | -1.1% |
| 30D | -4.8% | +3.1% | -8.0% | -5.8% |
| 3M | +4.9% | +23.5% | -18.6% | -1.8% |
| 6M | -5.7% | -14.8% | +9.1% | -1.6% |
| YTD | +14.4% | -5.4% | +19.8% | +15.5% |
| 1Y | +8.7% | -11.8% | +20.6% | +11.9% |
| 3Y | +30.0% | -36.7% | +66.6% | +46.2% |
| 5Y | +28.4% | -40.3% | +68.6% | +46.2% |
| 10Y | +50.1% | -37.0% | +87.1% | +61.0% |
| All | +4,850.5% | +604.9% | +4,245.6% | +2,203.3% |
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