+53.8%
NDAQ vs CAG
-40.6%
+94.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -2.6% | -5.3% | +2.7% | -2.0% |
| 30D | +0.5% | +1.0% | -0.5% | +0.3% |
| 3M | +9.9% | +17.4% | -7.5% | +7.7% |
| 6M | +8.2% | -16.8% | +25.0% | +10.0% |
| YTD | -1.5% | -6.8% | +5.3% | -1.6% |
| 1Y | +1.3% | -15.4% | +16.7% | +2.6% |
| 3Y | +92.6% | -37.1% | +129.7% | +103.2% |
| 5Y | +53.8% | -41.3% | +95.1% | +62.2% |
| All | +53.8% | -40.6% | +94.4% | +62.2% |
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 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