+0.7%
IVV vs CAG
+11.1%
-10.3%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.2% |
| 7D | -2.7% | +5.8% | -8.5% | -2.3% |
| 30D | -5.4% | +16.4% | -21.7% | -4.3% |
| 3M | -4.1% | +3.8% | -7.9% | -3.7% |
| 6M | +0.7% | +10.8% | -10.1% | +3.0% |
| All | +0.7% | +11.1% | -10.3% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling