+39,776.7%
LOW vs CAG
+578.5%
+39,198.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +1.4% | -3.3% | +4.8% | +2.5% |
| 30D | +21.7% | +7.7% | +14.0% | +19.0% |
| 3M | +5.0% | -3.2% | +8.2% | +5.9% |
| 6M | +4.6% | +7.0% | -2.4% | +2.1% |
| YTD | -3.5% | -9.0% | +5.5% | -1.6% |
| 1Y | +0.5% | -9.6% | +10.2% | +2.7% |
| 3Y | +24.8% | -36.0% | +60.8% | +39.3% |
| 5Y | +6.5% | -40.9% | +47.3% | +20.5% |
| 10Y | +294.6% | -37.3% | +331.9% | +317.2% |
| All | +39,776.7% | +578.5% | +39,198.2% | +16,778.6% |
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