+46.8%
IR vs CAG
-38.8%
+85.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +5.0% | +4.6% | +0.4% | +4.3% |
| 30D | +10.3% | +14.7% | -4.3% | +7.9% |
| 3M | -0.1% | +2.4% | -2.4% | -0.6% |
| 6M | +14.8% | +10.7% | +4.0% | +12.5% |
| YTD | +9.7% | -5.5% | +15.3% | +10.3% |
| 1Y | +12.2% | -4.6% | +16.8% | +12.5% |
| 3Y | +30.0% | -34.4% | +64.4% | +35.5% |
| 5Y | +46.8% | -39.2% | +86.0% | +59.3% |
| All | +46.8% | -38.8% | +85.6% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling