+238.9%
CRM vs CAG
-36.2%
+275.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -4.4% | -5.7% | +1.2% | -3.7% |
| 30D | +28.1% | -2.4% | +30.5% | +28.5% |
| 3M | +48.8% | +9.8% | +39.0% | +47.2% |
| 6M | +28.3% | -10.8% | +39.1% | +29.6% |
| YTD | -6.0% | -10.8% | +4.8% | -5.3% |
| 1Y | +1.4% | -19.0% | +20.4% | +3.4% |
| 3Y | +11.8% | -39.7% | +51.5% | +17.0% |
| 5Y | -2.0% | -43.0% | +41.0% | +2.7% |
| All | +238.9% | -36.2% | +275.1% | +232.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling