+231.1%
HOOD vs CAG
-41.9%
+272.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -2.0% |
| 7D | +7.7% | -6.6% | +14.4% | +6.3% |
| 30D | +22.0% | +2.3% | +19.7% | +22.5% |
| 3M | +37.6% | +16.3% | +21.3% | +42.2% |
| 6M | +45.3% | -16.0% | +61.3% | +40.7% |
| YTD | +1.9% | -7.7% | +9.6% | +0.7% |
| 1Y | -2.7% | -16.0% | +13.3% | -5.2% |
| 3Y | +973.4% | -37.7% | +1,011.1% | +898.7% |
| 5Y | +179.3% | -41.2% | +220.5% | +168.0% |
| All | +231.1% | -41.9% | +272.9% | +214.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling