+76.5%
SPY vs CAG
-34.9%
+111.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -0.6% | +6.6% | -7.2% | -0.6% |
| 30D | -3.7% | +13.9% | -17.6% | -3.7% |
| 3M | -2.7% | +4.0% | -6.8% | -2.7% |
| 6M | +2.2% | +10.0% | -7.8% | +2.3% |
| YTD | +10.8% | -6.1% | +17.0% | +11.1% |
| 1Y | +11.2% | -4.3% | +15.5% | +11.4% |
| 3Y | +76.5% | -34.6% | +111.0% | +79.9% |
| All | +76.5% | -34.9% | +111.4% | +79.9% |
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