+62.5%
T vs CAG
-37.3%
+99.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +2.5% | -3.3% | +5.9% | +3.4% |
| 30D | -3.8% | +7.7% | -11.4% | -5.7% |
| 3M | -8.7% | -3.2% | -5.6% | -8.2% |
| 6M | -8.1% | +7.0% | -15.1% | -10.1% |
| YTD | -6.4% | -9.0% | +2.5% | -5.0% |
| 1Y | -9.8% | -9.6% | -0.1% | -8.2% |
| 3Y | +65.5% | -36.0% | +101.5% | +81.6% |
| 5Y | +57.0% | -40.9% | +97.8% | +74.8% |
| All | +62.5% | -37.3% | +99.8% | +69.3% |
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