+2,327.9%
NDAQ vs CAG
+79.4%
+2,248.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -2.4% | -3.8% | +1.3% | -1.3% |
| 30D | +2.5% | +3.1% | -0.7% | +1.2% |
| 3M | +9.9% | +23.5% | -13.6% | +2.1% |
| 6M | +9.4% | -14.8% | +24.3% | +14.4% |
| YTD | +0.4% | -5.4% | +5.9% | +0.6% |
| 1Y | +4.0% | -11.8% | +15.8% | +6.4% |
| 3Y | +94.4% | -36.7% | +131.0% | +118.6% |
| 5Y | +56.7% | -40.3% | +97.0% | +77.1% |
| 10Y | +375.3% | -37.0% | +412.3% | +387.5% |
| All | +2,327.9% | +79.4% | +2,248.5% | +1,278.2% |
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