-22.9%
SPOT vs CAG
-13.1%
-9.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | -0.9% | -3.8% | +2.9% | -0.8% |
| 30D | +12.5% | +3.1% | +9.4% | +12.4% |
| 3M | +9.9% | +23.5% | -13.6% | +10.7% |
| 6M | +1.6% | -14.8% | +16.4% | -0.7% |
| YTD | -6.6% | -5.4% | -1.2% | -6.5% |
| 1Y | -22.9% | -11.8% | -11.1% | -23.6% |
| All | -22.9% | -13.1% | -9.8% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling