-35.9%
DOW vs CAG
-41.8%
+5.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -6.0% | -6.6% | +0.6% | -4.3% |
| 30D | -2.7% | +2.3% | -5.0% | -3.3% |
| 3M | -10.5% | +16.3% | -26.8% | -14.5% |
| 6M | -12.4% | -16.0% | +3.6% | -8.0% |
| YTD | +30.0% | -7.7% | +37.7% | +32.3% |
| 1Y | +27.8% | -16.0% | +43.8% | +33.8% |
| 3Y | -34.9% | -37.7% | +2.8% | -27.1% |
| 5Y | -35.9% | -41.2% | +5.3% | -28.8% |
| All | -35.9% | -41.8% | +5.9% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling