+262.0%
TER vs CAG
-36.4%
+298.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.2% |
| 7D | +0.6% | -3.8% | +4.4% | -0.5% |
| 30D | -8.3% | +3.1% | -11.4% | -7.3% |
| 3M | -12.2% | +23.5% | -35.7% | -6.3% |
| 6M | +17.1% | -14.8% | +31.9% | +17.3% |
| YTD | +84.7% | -5.4% | +90.1% | +89.3% |
| 1Y | +199.9% | -11.8% | +211.7% | +205.3% |
| All | +262.0% | -36.4% | +298.4% | +261.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling