+162.0%
SO vs CAG
-35.6%
+197.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | 0.0% | -6.6% | +6.6% | +1.7% |
| 30D | -2.5% | +2.3% | -4.8% | -3.1% |
| 3M | -4.2% | +16.3% | -20.5% | -8.2% |
| 6M | -7.7% | -16.0% | +8.4% | -4.0% |
| YTD | +3.8% | -7.7% | +11.5% | +5.0% |
| 1Y | +0.1% | -16.0% | +16.1% | +3.6% |
| 3Y | +44.2% | -37.7% | +81.9% | +60.2% |
| 5Y | +57.9% | -41.2% | +99.1% | +77.3% |
| 10Y | +162.0% | -33.8% | +195.8% | +185.6% |
| All | +162.0% | -35.6% | +197.6% | +185.6% |
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