+5,315.6%
CL vs CAG
+602.0%
+4,713.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.6% |
| 7D | +1.3% | +5.8% | -4.5% | -0.4% |
| 30D | +11.4% | +16.4% | -5.0% | +6.4% |
| 3M | +4.4% | +3.8% | +0.6% | +3.0% |
| 6M | +10.8% | +10.8% | 0.0% | +6.9% |
| YTD | +25.1% | -5.8% | +31.0% | +26.3% |
| 1Y | +28.0% | -2.4% | +30.3% | +27.8% |
| 3Y | +37.6% | -33.4% | +71.0% | +52.4% |
| 5Y | +39.7% | -39.4% | +79.2% | +58.4% |
| 10Y | +75.8% | -37.5% | +113.3% | +89.0% |
| All | +5,315.6% | +602.0% | +4,713.6% | +2,419.0% |
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