+183.1%
MAR vs CAG
-41.2%
+224.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | +1.8% | -6.2% | +8.0% | +2.6% |
| 30D | +14.3% | +7.4% | +6.9% | +13.1% |
| 3M | +20.0% | -1.6% | +21.6% | +20.0% |
| 6M | +21.7% | +6.3% | +15.4% | +20.2% |
| YTD | +37.7% | -10.1% | +47.8% | +38.5% |
| 1Y | +46.8% | -10.2% | +57.1% | +47.8% |
| 3Y | +121.0% | -37.3% | +158.3% | +130.8% |
| 5Y | +183.1% | -41.6% | +224.7% | +196.6% |
| All | +183.1% | -41.2% | +224.3% | +196.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling