-7.5%
MSCI vs CAG
-40.1%
+32.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +0.4% | -3.8% | +4.2% | +0.8% |
| 30D | +0.6% | +3.1% | -2.6% | +0.1% |
| 3M | -7.1% | +23.5% | -30.6% | -9.5% |
| 6M | +0.8% | -14.8% | +15.7% | +2.3% |
| YTD | +1.0% | -5.4% | +6.4% | +0.8% |
| 1Y | +4.3% | -11.8% | +16.1% | +5.1% |
| 3Y | +9.9% | -36.7% | +46.6% | +15.5% |
| All | -7.5% | -40.1% | +32.6% | -1.8% |
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