+5,261.3%
O vs CAG
+270.7%
+4,990.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -0.4% | -6.2% | +5.8% | +1.2% |
| 30D | +8.3% | +7.4% | +0.8% | +6.2% |
| 3M | -4.0% | -1.6% | -2.4% | -3.8% |
| 6M | -2.6% | +6.3% | -9.0% | -4.6% |
| YTD | +9.9% | -10.1% | +20.0% | +11.7% |
| 1Y | +9.8% | -10.2% | +20.1% | +11.6% |
| 3Y | +39.7% | -37.3% | +77.0% | +54.1% |
| 5Y | +9.2% | -41.6% | +50.7% | +21.5% |
| 10Y | +81.5% | -38.1% | +119.6% | +91.6% |
| All | +5,261.3% | +270.7% | +4,990.6% | +3,674.5% |
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