+3,058.8%
SPY vs CAG
+299.0%
+2,759.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.9% |
| 7D | -0.9% | -1.8% | +0.8% | -0.6% |
| 30D | -2.4% | +9.7% | -12.0% | -4.8% |
| 3M | -1.2% | +0.5% | -1.6% | -1.8% |
| 6M | +3.3% | +8.9% | -5.6% | +0.1% |
| YTD | +12.3% | -8.4% | +20.7% | +12.9% |
| 1Y | +12.4% | -8.3% | +20.8% | +12.9% |
| 3Y | +78.8% | -36.1% | +114.9% | +93.5% |
| 5Y | +75.2% | -40.1% | +115.3% | +91.0% |
| 10Y | +311.1% | -36.9% | +348.0% | +321.6% |
| All | +3,058.8% | +299.0% | +2,759.9% | +1,887.9% |
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 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