+0.4%
DOW vs CAG
-10.3%
+10.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | +3.7% | -6.2% | +9.8% | +5.4% |
| 30D | +16.3% | +7.4% | +8.8% | +13.6% |
| 3M | +9.7% | -1.6% | +11.3% | +9.8% |
| 6M | -14.1% | +6.3% | -20.4% | -16.3% |
| YTD | +46.6% | -10.1% | +56.7% | +49.3% |
| 1Y | +56.8% | -10.2% | +67.1% | +59.8% |
| 3Y | -20.4% | -37.3% | +17.0% | -11.2% |
| 5Y | -27.4% | -41.6% | +14.1% | -18.2% |
| All | +0.4% | -10.3% | +10.8% | +13.9% |
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