+10,532.8%
TER vs CAG
+583.1%
+9,949.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.4% | +10.7% | +8.7% |
| 7D | +5.9% | -1.8% | +7.6% | +6.1% |
| 30D | -30.8% | +9.7% | -40.4% | -32.5% |
| 3M | -29.9% | +0.5% | -30.4% | -30.7% |
| 6M | -27.5% | +8.9% | -36.4% | -30.2% |
| YTD | +37.5% | -8.4% | +45.8% | +36.6% |
| 1Y | +50.3% | -8.3% | +58.6% | +49.1% |
| 3Y | +204.9% | -36.1% | +241.0% | +222.4% |
| 5Y | +89.2% | -40.1% | +129.3% | +100.5% |
| 10Y | +1,077.0% | -36.9% | +1,113.8% | +1,070.9% |
| All | +10,532.8% | +583.1% | +9,949.7% | +5,184.8% |
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