+5,283.0%
O vs CAG
+289.5%
+4,993.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +3.3% | +4.6% | -1.2% | +2.2% |
| 30D | +10.3% | +14.7% | -4.3% | +6.5% |
| 3M | -3.5% | +2.4% | -5.8% | -4.3% |
| 6M | -1.3% | +10.7% | -12.0% | -4.3% |
| YTD | +10.3% | -5.5% | +15.8% | +10.7% |
| 1Y | +10.4% | -4.6% | +15.0% | +10.5% |
| 3Y | +40.0% | -34.4% | +74.4% | +52.6% |
| 5Y | +12.4% | -39.2% | +51.5% | +23.8% |
| 10Y | +78.2% | -39.0% | +117.2% | +88.8% |
| All | +5,283.0% | +289.5% | +4,993.5% | +3,643.5% |
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