+605.8%
MSCI vs CAG
-36.5%
+642.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.5% |
| 7D | -2.1% | -5.3% | +3.2% | -1.2% |
| 30D | -1.7% | +1.0% | -2.7% | -2.0% |
| 3M | -8.2% | +17.4% | -25.6% | -10.8% |
| 6M | -2.4% | -16.8% | +14.4% | +0.2% |
| YTD | -2.8% | -6.8% | +4.0% | -2.4% |
| 1Y | -2.7% | -15.4% | +12.7% | -0.7% |
| 3Y | +7.3% | -37.1% | +44.4% | +14.5% |
| 5Y | -11.4% | -41.3% | +29.8% | -4.8% |
| 10Y | +605.8% | -35.5% | +641.3% | +623.6% |
| All | +605.8% | -36.5% | +642.3% | +623.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling