+196.4%
SO vs CAG
-37.3%
+233.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | +1.4% | -3.3% | +4.7% | +2.2% |
| 30D | +4.7% | +7.7% | -3.0% | +2.6% |
| 3M | +1.7% | -3.2% | +4.9% | +2.2% |
| 6M | +2.2% | +7.0% | -4.8% | -0.3% |
| YTD | +10.0% | -9.0% | +18.9% | +11.4% |
| 1Y | +6.0% | -9.6% | +15.6% | +7.6% |
| 3Y | +54.1% | -36.0% | +90.1% | +69.8% |
| 5Y | +79.6% | -40.9% | +120.5% | +101.3% |
| All | +196.4% | -37.3% | +233.7% | +210.5% |
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 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