+2,498.9%
MAR vs CAG
+79.4%
+2,419.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -4.2% | -3.8% | -0.4% | -3.2% |
| 30D | -6.7% | +3.1% | -9.8% | -7.6% |
| 3M | -12.5% | +23.5% | -36.0% | -17.9% |
| 6M | +0.6% | -14.8% | +15.4% | +4.3% |
| YTD | +9.1% | -5.4% | +14.6% | +9.5% |
| 1Y | +26.2% | -11.8% | +38.0% | +28.9% |
| 3Y | +68.2% | -36.7% | +104.8% | +85.6% |
| 5Y | +163.9% | -40.3% | +204.2% | +192.6% |
| 10Y | +420.6% | -37.0% | +457.6% | +431.8% |
| All | +2,498.9% | +79.4% | +2,419.5% | +1,508.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling