+2,340.5%
EXC vs CAG
+604.9%
+1,735.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +0.3% | -3.8% | +4.1% | +1.2% |
| 30D | -3.7% | +3.1% | -6.9% | -4.5% |
| 3M | -1.3% | +23.5% | -24.8% | -6.5% |
| 6M | -9.7% | -14.8% | +5.1% | -6.7% |
| YTD | +2.9% | -5.4% | +8.3% | +3.4% |
| 1Y | +4.4% | -11.8% | +16.2% | +6.5% |
| 3Y | +22.2% | -36.7% | +58.9% | +33.9% |
| 5Y | +46.7% | -40.3% | +87.0% | +62.2% |
| 10Y | +155.3% | -37.0% | +192.3% | +169.6% |
| All | +2,340.5% | +604.9% | +1,735.7% | +1,282.0% |
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