+311.2%
SPY vs CAG
-35.7%
+347.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.2% |
| 7D | -2.0% | -5.9% | +3.9% | -1.1% |
| 30D | -1.7% | -1.5% | -0.1% | -1.5% |
| 3M | +4.7% | +11.5% | -6.7% | +2.7% |
| 6M | +12.5% | -15.7% | +28.2% | +15.2% |
| YTD | +11.7% | -10.2% | +21.9% | +12.9% |
| 1Y | +17.5% | -18.1% | +35.5% | +20.4% |
| 3Y | +76.6% | -39.4% | +116.0% | +89.0% |
| 5Y | +82.0% | -42.6% | +124.6% | +96.0% |
| All | +311.2% | -35.7% | +347.0% | +325.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling