-12.6%
TLT vs CAG
-37.3%
+24.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.5% |
| 7D | -3.1% | -3.3% | +0.2% | -3.0% |
| 30D | +1.0% | +7.7% | -6.6% | +0.8% |
| 3M | -2.7% | -3.2% | +0.5% | -2.7% |
| 6M | -4.1% | +7.0% | -11.1% | -4.4% |
| YTD | -5.4% | -9.0% | +3.6% | -5.2% |
| 1Y | -7.0% | -9.6% | +2.6% | -6.9% |
| 3Y | +2.8% | -36.0% | +38.8% | +3.8% |
| 5Y | -35.4% | -40.9% | +5.5% | -34.7% |
| All | -12.6% | -37.3% | +24.7% | -12.7% |
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