+133.6%
HOOD vs CAG
-40.9%
+174.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.5% |
| 7D | -5.1% | +6.6% | -11.7% | -3.7% |
| 30D | -25.4% | +13.9% | -39.3% | -23.1% |
| 3M | -14.0% | +4.0% | -18.0% | -12.9% |
| 6M | +5.6% | +10.0% | -4.4% | +8.3% |
| YTD | -28.1% | -6.1% | -22.0% | -28.4% |
| 1Y | -40.1% | -4.3% | -35.8% | -40.2% |
| 3Y | +888.2% | -34.6% | +922.8% | +828.9% |
| 5Y | +135.8% | -39.4% | +175.3% | +128.3% |
| All | +133.6% | -40.9% | +174.5% | +123.9% |
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