+1,381.0%
NET vs CAG
-29.3%
+1,410.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.0% | -8.5% | -1.9% |
| 7D | -16.4% | +9.7% | -26.1% | -15.5% |
| 30D | -25.8% | +15.8% | -41.6% | -24.7% |
| 3M | -11.5% | +1.8% | -13.3% | -11.1% |
| 6M | +18.9% | +11.5% | +7.4% | +20.5% |
| YTD | +35.2% | -6.7% | +41.9% | +35.3% |
| 1Y | +14.5% | -5.6% | +20.1% | +14.7% |
| 3Y | +313.8% | -35.0% | +348.8% | +308.2% |
| 5Y | +32.6% | -40.1% | +72.7% | +30.3% |
| All | +1,381.0% | -29.3% | +1,410.3% | +1,339.2% |
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