-34.5%
DOW vs CAG
-37.0%
+2.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.8% |
| 7D | -2.9% | -5.3% | +2.4% | -1.6% |
| 30D | +2.0% | +1.0% | +1.0% | +1.7% |
| 3M | -12.5% | +17.4% | -29.9% | -16.3% |
| 6M | -9.2% | -16.8% | +7.6% | -3.8% |
| YTD | +30.8% | -6.8% | +37.6% | +33.1% |
| 1Y | +29.4% | -15.4% | +44.8% | +35.5% |
| All | -34.5% | -37.0% | +2.4% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling