-10.8%
DOW vs CAG
-5.7%
-5.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.8% |
| 7D | -2.4% | -3.8% | +1.4% | -1.3% |
| 30D | +0.4% | +3.1% | -2.8% | -0.5% |
| 3M | -14.4% | +23.5% | -37.9% | -19.7% |
| 6M | -7.0% | -14.8% | +7.9% | -3.2% |
| YTD | +30.2% | -5.4% | +35.6% | +31.2% |
| 1Y | +29.2% | -11.8% | +41.0% | +32.8% |
| 3Y | -36.7% | -36.7% | -0.1% | -29.4% |
| 5Y | -37.7% | -40.3% | +2.6% | -29.9% |
| All | -10.8% | -5.7% | -5.1% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling