+1,449.6%
NET vs CAG
-28.4%
+1,477.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.0% |
| 7D | -7.0% | -3.8% | -3.2% | -7.2% |
| 30D | -4.8% | +3.1% | -7.9% | -4.6% |
| 3M | +3.8% | +23.5% | -19.6% | +5.6% |
| 6M | +50.0% | -14.8% | +64.9% | +48.4% |
| YTD | +41.5% | -5.4% | +46.9% | +41.2% |
| 1Y | +32.8% | -11.8% | +44.6% | +32.2% |
| 3Y | +335.9% | -36.7% | +372.5% | +328.9% |
| 5Y | +113.8% | -40.3% | +154.1% | +109.7% |
| All | +1,449.6% | -28.4% | +1,477.9% | +1,401.5% |
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