+66.1%
T vs CAG
-40.6%
+106.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -1.5% | -5.3% | +3.7% | +0.1% |
| 30D | +7.6% | +1.0% | +6.6% | +7.2% |
| 3M | +15.3% | +17.4% | -2.1% | +9.3% |
| 6M | -8.5% | -16.8% | +8.3% | -3.8% |
| YTD | +6.8% | -6.8% | +13.6% | +8.2% |
| 1Y | -7.2% | -15.4% | +8.1% | -3.3% |
| 3Y | +108.2% | -37.1% | +145.3% | +136.5% |
| 5Y | +66.1% | -41.3% | +107.3% | +84.2% |
| All | +66.1% | -40.6% | +106.7% | +84.2% |
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