+3,094.0%
SPY vs CAG
+311.7%
+2,782.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +0.1% | -3.8% | +3.9% | +1.0% |
| 30D | +0.1% | +3.1% | -3.1% | -0.8% |
| 3M | +2.0% | +23.5% | -21.5% | -3.6% |
| 6M | +13.0% | -14.8% | +27.9% | +16.6% |
| YTD | +13.5% | -5.4% | +19.0% | +13.8% |
| 1Y | +20.0% | -11.8% | +31.8% | +22.0% |
| 3Y | +77.2% | -36.7% | +113.8% | +93.0% |
| 5Y | +81.9% | -40.3% | +122.1% | +99.4% |
| 10Y | +314.1% | -37.0% | +351.1% | +326.1% |
| All | +3,094.0% | +311.7% | +2,782.4% | +1,903.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling