+1,514.2%
RF vs CAG
+604.9%
+909.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.3% | -3.8% | +5.1% | +2.5% |
| 30D | -3.6% | +3.1% | -6.7% | -4.7% |
| 3M | +8.1% | +23.5% | -15.4% | +0.4% |
| 6M | +11.5% | -14.8% | +26.3% | +16.4% |
| YTD | +15.6% | -5.4% | +21.0% | +16.1% |
| 1Y | +15.7% | -11.8% | +27.5% | +18.6% |
| 3Y | +86.9% | -36.7% | +123.5% | +110.1% |
| 5Y | +89.8% | -40.3% | +130.1% | +116.0% |
| 10Y | +344.7% | -37.0% | +381.7% | +366.1% |
| All | +1,514.2% | +604.9% | +909.3% | +814.7% |
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