+284.9%
IR vs CAG
-40.7%
+325.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | +0.6% | -5.3% | +5.9% | +1.6% |
| 30D | -13.6% | +1.0% | -14.6% | -13.8% |
| 3M | +3.7% | +17.4% | -13.7% | +0.4% |
| 6M | -13.1% | -16.8% | +3.8% | -10.3% |
| YTD | -5.1% | -6.8% | +1.7% | -4.4% |
| 1Y | -6.5% | -15.4% | +8.9% | -4.1% |
| 3Y | +8.5% | -37.1% | +45.6% | +16.0% |
| 5Y | +43.3% | -41.3% | +84.6% | +54.9% |
| All | +284.9% | -40.7% | +325.6% | +280.9% |
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