+48.4%
MAR vs CAG
-9.3%
+57.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +1.6% | -3.3% | +5.0% | +1.9% |
| 30D | +13.8% | +7.7% | +6.1% | +13.0% |
| 3M | +20.3% | -3.2% | +23.5% | +20.3% |
| 6M | +21.3% | +7.0% | +14.4% | +20.1% |
| YTD | +37.2% | -9.0% | +46.2% | +35.7% |
| 1Y | +48.4% | -9.6% | +58.1% | +47.1% |
| All | +48.4% | -9.3% | +57.7% | +47.1% |
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