+995.4%
TER vs CAG
-37.3%
+1,032.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.4% |
| 7D | +14.4% | -3.3% | +17.7% | +14.3% |
| 30D | -30.6% | +7.7% | -38.2% | -30.6% |
| 3M | -39.2% | -3.2% | -36.0% | -39.1% |
| 6M | -31.3% | +7.0% | -38.2% | -31.5% |
| YTD | +29.1% | -9.0% | +38.1% | +30.1% |
| 1Y | +47.4% | -9.6% | +57.0% | +48.7% |
| 3Y | +191.2% | -36.0% | +227.2% | +202.2% |
| 5Y | +74.0% | -40.9% | +114.8% | +81.3% |
| All | +995.4% | -37.3% | +1,032.7% | +949.9% |
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