+1,604.0%
T vs CAG
+599.7%
+1,004.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +2.6% | +6.6% | -4.1% | +0.8% |
| 30D | -1.1% | +13.9% | -15.0% | -4.5% |
| 3M | -7.7% | +4.0% | -11.8% | -8.9% |
| 6M | -10.6% | +10.0% | -20.6% | -13.2% |
| YTD | -7.5% | -6.1% | -1.3% | -6.6% |
| 1Y | -7.4% | -4.3% | -3.1% | -7.1% |
| 3Y | +63.1% | -34.6% | +97.6% | +78.8% |
| 5Y | +55.2% | -39.4% | +94.6% | +72.5% |
| 10Y | +58.8% | -34.2% | +93.0% | +65.4% |
| All | +1,604.0% | +599.7% | +1,004.3% | +779.2% |
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 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