+847.5%
MSCI vs CAG
-37.3%
+884.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +3.0% | -3.3% | +6.3% | +3.6% |
| 30D | +17.8% | +7.7% | +10.1% | +16.2% |
| 3M | +15.2% | -3.2% | +18.4% | +15.6% |
| 6M | +16.5% | +7.0% | +9.5% | +14.7% |
| YTD | +16.4% | -9.0% | +25.3% | +17.1% |
| 1Y | +16.8% | -9.6% | +26.4% | +17.7% |
| 3Y | +35.8% | -36.0% | +71.7% | +44.3% |
| 5Y | +7.0% | -40.9% | +47.8% | +14.7% |
| All | +847.5% | -37.3% | +884.7% | +845.2% |
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