+291.3%
IR vs CAG
-39.9%
+331.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -2.8% | -3.8% | +1.0% | -2.1% |
| 30D | -15.1% | +3.1% | -18.3% | -15.7% |
| 3M | +6.1% | +23.5% | -17.4% | +1.7% |
| 6M | -16.8% | -14.8% | -2.0% | -14.6% |
| YTD | -3.5% | -5.4% | +1.9% | -3.1% |
| 1Y | -3.5% | -11.8% | +8.3% | -1.9% |
| 3Y | +9.5% | -36.7% | +46.1% | +17.0% |
| 5Y | +45.1% | -40.3% | +85.3% | +56.4% |
| All | +291.3% | -39.9% | +331.2% | +286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling