+615.0%
F vs CAG
+604.9%
+10.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +5.3% | -3.8% | +9.1% | +6.4% |
| 30D | +4.6% | +3.1% | +1.5% | +3.6% |
| 3M | -3.7% | +23.5% | -27.1% | -9.7% |
| 6M | +16.8% | -14.8% | +31.7% | +21.3% |
| YTD | +15.3% | -5.4% | +20.7% | +15.8% |
| 1Y | +31.0% | -11.8% | +42.8% | +33.9% |
| 3Y | +45.4% | -36.7% | +82.1% | +62.0% |
| 5Y | +54.7% | -40.3% | +94.9% | +74.0% |
| 10Y | +98.2% | -37.0% | +135.2% | +107.2% |
| All | +615.0% | +604.9% | +10.1% | +244.7% |
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