+322.4%
NET vs CAG
-34.7%
+357.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.0% | -8.5% | -0.8% |
| 7D | -16.4% | +9.7% | -26.1% | -13.8% |
| 30D | -25.8% | +15.8% | -41.6% | -22.3% |
| 3M | -11.5% | +1.8% | -13.3% | -10.3% |
| 6M | +18.9% | +11.5% | +7.4% | +23.8% |
| YTD | +35.2% | -6.7% | +41.9% | +34.3% |
| 1Y | +14.5% | -5.6% | +20.1% | +14.2% |
| All | +322.4% | -34.7% | +357.1% | +286.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling