+68.4%
T vs CAG
-35.6%
+104.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -3.1% | -6.6% | +3.5% | -1.4% |
| 30D | +4.6% | +2.3% | +2.3% | +3.9% |
| 3M | +12.2% | +16.3% | -4.1% | +7.9% |
| 6M | -6.5% | -16.0% | +9.6% | -2.8% |
| YTD | +4.9% | -7.7% | +12.6% | +6.3% |
| 1Y | -10.5% | -16.0% | +5.6% | -7.3% |
| 3Y | +104.6% | -37.7% | +142.3% | +126.0% |
| 5Y | +64.2% | -41.2% | +105.4% | +83.2% |
| 10Y | +68.4% | -33.8% | +102.2% | +77.3% |
| All | +68.4% | -35.6% | +104.0% | +77.3% |
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