+47.9%
SO vs CAG
-34.1%
+82.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.7% |
| 7D | -1.5% | +5.8% | -7.3% | -2.8% |
| 30D | +8.1% | +16.4% | -8.3% | +4.3% |
| 3M | +0.2% | +3.8% | -3.6% | -1.0% |
| 6M | +0.4% | +10.8% | -10.4% | -2.7% |
| YTD | +8.5% | -5.8% | +14.3% | +8.9% |
| 1Y | +4.9% | -2.4% | +7.3% | +4.3% |
| 3Y | +47.9% | -33.4% | +81.3% | +63.9% |
| All | +47.9% | -34.1% | +82.0% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling