+50.9%
O vs CAG
-35.7%
+86.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.3% |
| 7D | -3.5% | -5.9% | +2.4% | -2.2% |
| 30D | -3.3% | -1.5% | -1.8% | -3.0% |
| 3M | -2.8% | +11.5% | -14.3% | -5.5% |
| 6M | -5.8% | -15.7% | +9.9% | -2.5% |
| YTD | +9.4% | -10.2% | +19.6% | +11.3% |
| 1Y | +5.7% | -18.1% | +23.7% | +9.7% |
| 3Y | +27.2% | -39.4% | +66.6% | +40.8% |
| 5Y | +17.2% | -42.6% | +59.8% | +30.5% |
| All | +50.9% | -35.7% | +86.6% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling