+1,895.7%
TER vs CAG
-35.6%
+1,931.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.2% |
| 7D | +12.4% | -6.6% | +19.0% | +12.6% |
| 30D | +5.1% | +2.3% | +2.8% | +5.0% |
| 3M | +4.0% | +16.3% | -12.3% | +2.9% |
| 6M | +29.5% | -16.0% | +45.6% | +31.6% |
| YTD | +98.5% | -7.7% | +106.2% | +99.7% |
| 1Y | +234.1% | -16.0% | +250.1% | +238.9% |
| 3Y | +289.0% | -37.7% | +326.7% | +305.5% |
| 5Y | +228.2% | -41.2% | +269.4% | +242.3% |
| 10Y | +1,895.7% | -33.8% | +1,929.5% | +1,865.5% |
| All | +1,895.7% | -35.6% | +1,931.3% | +1,865.5% |
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