+6,352.9%
SO vs CAG
+604.3%
+5,748.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -1.1% | +4.6% | -5.7% | -2.1% |
| 30D | +8.6% | +14.7% | -6.1% | +5.3% |
| 3M | +1.8% | +2.4% | -0.6% | +1.0% |
| 6M | +3.6% | +10.7% | -7.1% | +0.8% |
| YTD | +9.9% | -5.5% | +15.5% | +10.3% |
| 1Y | +5.7% | -4.6% | +10.3% | +5.8% |
| 3Y | +52.5% | -34.4% | +86.9% | +64.4% |
| 5Y | +77.3% | -39.2% | +116.5% | +93.5% |
| 10Y | +186.8% | -39.0% | +225.7% | +203.3% |
| All | +6,352.9% | +604.3% | +5,748.6% | +4,000.1% |
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 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