+424.9%
MAR vs CAG
-35.7%
+460.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.4% |
| 7D | -2.1% | -5.9% | +3.8% | -1.3% |
| 30D | -5.7% | -1.5% | -4.1% | -5.5% |
| 3M | -14.6% | +11.5% | -26.1% | -16.0% |
| 6M | +1.3% | -15.7% | +17.0% | +3.4% |
| YTD | +6.7% | -10.2% | +16.9% | +7.6% |
| 1Y | +26.4% | -18.1% | +44.5% | +29.1% |
| 3Y | +64.7% | -39.4% | +104.1% | +73.8% |
| 5Y | +153.1% | -42.6% | +195.6% | +168.2% |
| All | +424.9% | -35.7% | +460.6% | +443.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling