+230.9%
SPOT vs CAG
-39.3%
+270.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.6% |
| 7D | -6.9% | -5.9% | -1.0% | -7.5% |
| 30D | +4.1% | -1.5% | +5.7% | +4.0% |
| 3M | +3.7% | +11.5% | -7.8% | +5.7% |
| 6M | -1.6% | -15.7% | +14.1% | -4.9% |
| YTD | -10.2% | -10.2% | 0.0% | -11.5% |
| 1Y | -25.9% | -18.1% | -7.8% | -28.5% |
| All | +230.9% | -39.3% | +270.2% | +200.5% |
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 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