+498.8%
MAR vs CAG
-37.3%
+536.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +1.6% | -3.3% | +5.0% | +2.0% |
| 30D | +13.8% | +7.7% | +6.1% | +12.6% |
| 3M | +20.3% | -3.2% | +23.5% | +20.6% |
| 6M | +21.3% | +7.0% | +14.4% | +19.8% |
| YTD | +37.2% | -9.0% | +46.2% | +37.9% |
| 1Y | +48.4% | -9.6% | +58.1% | +49.4% |
| 3Y | +120.1% | -36.0% | +156.1% | +130.1% |
| 5Y | +182.1% | -40.9% | +222.9% | +197.3% |
| All | +498.8% | -37.3% | +536.1% | +518.8% |
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