+90.1%
RF vs CAG
-40.1%
+130.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.3% | -3.8% | +5.1% | +2.2% |
| 30D | -3.6% | +3.1% | -6.7% | -4.5% |
| 3M | +8.1% | +23.5% | -15.4% | +1.9% |
| 6M | +11.5% | -14.8% | +26.3% | +15.7% |
| YTD | +15.6% | -5.4% | +21.0% | +16.0% |
| 1Y | +15.7% | -11.8% | +27.5% | +18.2% |
| 3Y | +86.9% | -36.7% | +123.5% | +106.9% |
| All | +90.1% | -40.1% | +130.2% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling