-6.5%
IR vs CAG
-15.1%
+8.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | +0.6% | -5.3% | +5.9% | +1.5% |
| 30D | -13.6% | +1.0% | -14.6% | -13.8% |
| 3M | +3.7% | +17.4% | -13.7% | +0.9% |
| 6M | -13.1% | -16.8% | +3.8% | -9.7% |
| YTD | -5.1% | -6.8% | +1.7% | -4.2% |
| 1Y | -6.5% | -15.4% | +8.9% | -4.7% |
| All | -6.5% | -15.1% | +8.7% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling