+2,658.0%
NDAQ vs CAG
+73.8%
+2,584.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.5% |
| 7D | 0.0% | -1.8% | +1.7% | +0.5% |
| 30D | +16.3% | +9.7% | +6.7% | +12.7% |
| 3M | +15.8% | +0.5% | +15.3% | +15.1% |
| 6M | +24.8% | +8.9% | +15.9% | +20.4% |
| YTD | +14.1% | -8.4% | +22.4% | +15.1% |
| 1Y | +26.5% | -8.3% | +34.8% | +27.6% |
| 3Y | +119.1% | -36.1% | +155.3% | +144.9% |
| 5Y | +70.9% | -40.1% | +111.1% | +92.3% |
| 10Y | +479.7% | -36.9% | +516.6% | +493.2% |
| All | +2,658.0% | +73.8% | +2,584.1% | +1,477.0% |
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 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