+2,417.1%
MSCI vs CAG
+68.7%
+2,348.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +0.4% | -3.8% | +4.2% | +1.5% |
| 30D | +0.6% | +3.1% | -2.6% | -0.5% |
| 3M | -7.1% | +23.5% | -30.6% | -13.3% |
| 6M | +0.8% | -14.8% | +15.7% | +5.1% |
| YTD | +1.0% | -5.4% | +6.4% | +1.3% |
| 1Y | +4.3% | -11.8% | +16.1% | +6.6% |
| 3Y | +9.9% | -36.7% | +46.6% | +22.6% |
| 5Y | -6.8% | -40.3% | +33.5% | +4.5% |
| 10Y | +614.7% | -37.0% | +651.7% | +627.3% |
| All | +2,417.1% | +68.7% | +2,348.4% | +1,221.2% |
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 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