+9,741.5%
TER vs CAG
+604.3%
+9,137.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.3% | +12.4% | +12.7% |
| 7D | -5.8% | +4.6% | -10.3% | -6.8% |
| 30D | -38.9% | +14.7% | -53.6% | -41.0% |
| 3M | -35.1% | +2.4% | -37.5% | -36.0% |
| 6M | -31.6% | +10.7% | -42.3% | -34.3% |
| YTD | +27.2% | -5.5% | +32.8% | +25.7% |
| 1Y | +35.2% | -4.6% | +39.8% | +33.1% |
| 3Y | +192.8% | -34.4% | +227.2% | +208.3% |
| 5Y | +72.4% | -39.2% | +111.6% | +82.4% |
| 10Y | +1,001.8% | -39.0% | +1,040.8% | +1,009.1% |
| All | +9,741.5% | +604.3% | +9,137.2% | +4,765.6% |
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