+380.3%
NDAQ vs CAG
-35.6%
+415.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -1.6% | -6.6% | +5.0% | -0.3% |
| 30D | -1.5% | +2.3% | -3.8% | -2.0% |
| 3M | +8.0% | +16.3% | -8.3% | +4.8% |
| 6M | +7.7% | -16.0% | +23.8% | +10.8% |
| YTD | -2.3% | -7.7% | +5.4% | -1.8% |
| 1Y | +0.6% | -16.0% | +16.6% | +2.9% |
| 3Y | +90.9% | -37.7% | +128.6% | +105.8% |
| 5Y | +52.5% | -41.2% | +93.7% | +65.2% |
| 10Y | +380.3% | -33.8% | +414.1% | +399.0% |
| All | +380.3% | -35.6% | +415.9% | +399.0% |
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