-0.3%
SPOT vs CAG
-6.8%
+6.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.0% | -1.4% | +3.3% |
| 7D | +16.6% | +9.7% | +6.9% | +14.3% |
| 30D | +29.9% | +15.8% | +14.2% | +27.2% |
| 3M | +31.3% | +1.8% | +29.5% | +29.9% |
| 6M | +43.2% | +11.5% | +31.7% | +41.3% |
| YTD | +8.1% | -6.7% | +14.8% | +8.2% |
| 1Y | -0.3% | -5.6% | +5.3% | -1.5% |
| All | -0.3% | -6.8% | +6.5% | -1.5% |
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 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