+23.9%
IR vs CAG
-36.3%
+60.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +2.5% | -3.3% | +5.9% | +2.8% |
| 30D | +9.2% | +7.7% | +1.5% | +8.4% |
| 3M | +0.9% | -3.2% | +4.1% | +1.2% |
| 6M | +19.2% | +7.0% | +12.3% | +18.3% |
| YTD | +7.5% | -9.0% | +16.5% | +8.2% |
| 1Y | +11.7% | -9.6% | +21.3% | +12.5% |
| 3Y | +23.9% | -36.0% | +59.9% | +25.0% |
| All | +23.9% | -36.3% | +60.2% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling