+15.7%
RF vs CAG
-13.1%
+28.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.3% | -3.8% | +5.1% | +1.8% |
| 30D | -3.6% | +3.1% | -6.7% | -4.1% |
| 3M | +8.1% | +23.5% | -15.4% | +4.6% |
| 6M | +11.5% | -14.8% | +26.3% | +12.8% |
| YTD | +15.6% | -5.4% | +21.0% | +14.4% |
| 1Y | +15.7% | -11.8% | +27.5% | +14.0% |
| All | +15.7% | -13.1% | +28.8% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling