+800.7%
MSCI vs CAG
-38.9%
+839.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +2.7% | +6.6% | -4.0% | +1.5% |
| 30D | +16.2% | +13.9% | +2.3% | +13.6% |
| 3M | +17.1% | +4.0% | +13.0% | +16.1% |
| 6M | +13.0% | +10.0% | +3.0% | +10.8% |
| YTD | +15.8% | -6.1% | +21.9% | +15.9% |
| 1Y | +15.5% | -4.3% | +19.8% | +15.2% |
| 3Y | +32.3% | -34.6% | +66.9% | +40.1% |
| 5Y | +8.2% | -39.4% | +47.6% | +15.5% |
| 10Y | +800.7% | -34.2% | +834.9% | +800.3% |
| All | +800.7% | -38.9% | +839.6% | +800.3% |
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