+57.4%
MAR vs CAG
-6.8%
+64.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.0% | -3.9% | +1.4% |
| 7D | +7.7% | +9.7% | -2.0% | +6.8% |
| 30D | +19.4% | +15.8% | +3.6% | +17.6% |
| 3M | +23.3% | +1.8% | +21.5% | +22.8% |
| 6M | +22.8% | +11.5% | +11.3% | +21.0% |
| YTD | +37.8% | -6.7% | +44.5% | +36.1% |
| 1Y | +57.4% | -5.6% | +63.0% | +54.0% |
| All | +57.4% | -6.8% | +64.2% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling