+55.7%
T vs CAG
-38.8%
+94.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.7% | +4.6% | -2.9% | +0.1% |
| 30D | -1.7% | +14.7% | -16.4% | -6.0% |
| 3M | -7.3% | +2.4% | -9.7% | -8.3% |
| 6M | -11.2% | +10.7% | -21.9% | -14.5% |
| YTD | -8.1% | -5.5% | -2.5% | -7.5% |
| 1Y | -8.0% | -4.6% | -3.4% | -7.8% |
| 3Y | +62.1% | -34.4% | +96.6% | +80.8% |
| 5Y | +55.7% | -39.2% | +94.9% | +69.7% |
| All | +55.7% | -38.8% | +94.5% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling