+5,387.7%
O vs CAG
+289.8%
+5,097.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.7% | -3.8% | +3.0% | +0.2% |
| 30D | -1.9% | +3.1% | -5.0% | -2.7% |
| 3M | +3.8% | +23.5% | -19.6% | -1.8% |
| 6M | -4.7% | -14.8% | +10.1% | -1.5% |
| YTD | +12.5% | -5.4% | +17.9% | +13.1% |
| 1Y | +10.8% | -11.8% | +22.6% | +13.2% |
| 3Y | +28.8% | -36.7% | +65.4% | +41.8% |
| 5Y | +13.2% | -40.3% | +53.5% | +25.5% |
| 10Y | +53.5% | -37.0% | +90.5% | +61.4% |
| All | +5,387.7% | +289.8% | +5,097.9% | +3,722.5% |
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