+1,872.1%
T vs CAG
+604.9%
+1,267.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.7% |
| 7D | -1.3% | -3.8% | +2.5% | -0.3% |
| 30D | +11.4% | +3.1% | +8.2% | +10.4% |
| 3M | +14.3% | +23.5% | -9.2% | +7.9% |
| 6M | -9.3% | -14.8% | +5.6% | -5.8% |
| YTD | +7.1% | -5.4% | +12.5% | +8.0% |
| 1Y | -9.1% | -11.8% | +2.7% | -6.8% |
| 3Y | +105.3% | -36.7% | +142.0% | +127.2% |
| 5Y | +66.8% | -40.3% | +107.1% | +86.3% |
| 10Y | +66.8% | -37.0% | +103.8% | +75.7% |
| All | +1,872.1% | +604.9% | +1,267.3% | +917.0% |
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