+261.5%
RF vs CAG
-38.3%
+299.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -0.1% | +4.6% | -4.7% | -1.1% |
| 30D | +7.0% | +14.7% | -7.6% | +3.8% |
| 3M | -7.0% | +2.4% | -9.4% | -7.8% |
| 6M | +6.8% | +10.7% | -3.9% | +3.7% |
| YTD | +9.9% | -5.5% | +15.4% | +10.1% |
| 1Y | +21.1% | -4.6% | +25.7% | +21.0% |
| 3Y | +119.6% | -34.4% | +154.1% | +136.1% |
| 5Y | +46.2% | -39.2% | +85.3% | +59.6% |
| 10Y | +261.5% | -39.0% | +300.5% | +291.9% |
| All | +261.5% | -38.3% | +299.8% | +291.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling