+131.4%
TLT vs CAG
+97.1%
+34.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.1% |
| 7D | +0.3% | +4.6% | -4.3% | +0.4% |
| 30D | +5.1% | +14.7% | -9.6% | +5.7% |
| 3M | -0.2% | +2.4% | -2.6% | -0.1% |
| 6M | -2.9% | +10.7% | -13.6% | -2.5% |
| YTD | -2.7% | -5.5% | +2.8% | -2.8% |
| 1Y | -4.6% | -4.6% | 0.0% | -4.6% |
| 3Y | +6.1% | -34.4% | +40.5% | +4.5% |
| 5Y | -35.1% | -39.2% | +4.0% | -36.2% |
| 10Y | -12.5% | -39.0% | +26.5% | -12.9% |
| All | +131.4% | +97.1% | +34.4% | +172.2% |
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