+112.6%
SPOT vs CAG
-41.8%
+154.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.2% |
| 7D | -6.5% | -6.6% | +0.1% | -7.1% |
| 30D | +2.2% | +2.3% | -0.1% | +2.5% |
| 3M | +5.4% | +16.3% | -10.9% | +7.4% |
| 6M | -4.0% | -16.0% | +12.0% | -6.5% |
| YTD | -9.9% | -7.7% | -2.2% | -10.7% |
| 1Y | -27.3% | -16.0% | -11.2% | -28.8% |
| 3Y | +236.4% | -37.7% | +274.1% | +217.6% |
| 5Y | +112.6% | -41.2% | +153.8% | +97.4% |
| All | +112.6% | -41.8% | +154.4% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling