+13.7%
O vs CAG
-40.6%
+54.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -0.6% | -5.3% | +4.7% | +0.9% |
| 30D | -2.0% | +1.0% | -2.9% | -2.3% |
| 3M | +3.0% | +17.4% | -14.4% | -1.7% |
| 6M | -3.6% | -16.8% | +13.2% | +0.9% |
| YTD | +12.1% | -6.8% | +18.8% | +13.1% |
| 1Y | +8.9% | -15.4% | +24.3% | +13.0% |
| 3Y | +30.3% | -37.1% | +67.4% | +46.2% |
| 5Y | +13.7% | -41.3% | +55.0% | +28.6% |
| All | +13.7% | -40.6% | +54.3% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling