+492.7%
SPCX vs CAG
-43.2%
+535.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | -7.2% |
| 7D | +13.2% | -6.2% | +19.4% | -12.2% |
| 30D | -10.6% | +7.4% | -18.0% | +16.1% |
| 3M | -4.2% | -1.6% | -2.6% | -19.8% |
| 6M | +536.7% | -3.3% | +540.0% | +520.1% |
| YTD | +542.4% | -10.1% | +552.5% | +525.6% |
| 1Y | +446.0% | -10.2% | +456.2% | +432.1% |
| All | +492.7% | -43.2% | +535.9% | +482.5% |
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 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