+50.0%
DOW vs CAG
-9.3%
+59.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.5% |
| 7D | +5.2% | -3.3% | +8.6% | +5.8% |
| 30D | +13.2% | +7.7% | +5.5% | +11.3% |
| 3M | +10.1% | -3.2% | +13.3% | +10.4% |
| 6M | -13.1% | +7.0% | -20.0% | -14.1% |
| YTD | +46.1% | -9.0% | +55.1% | +48.9% |
| 1Y | +50.0% | -9.6% | +59.6% | +52.8% |
| All | +50.0% | -9.3% | +59.3% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling