+131.2%
TLT vs CAG
+97.2%
+34.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.1% |
| 7D | -0.4% | -3.8% | +3.4% | -0.6% |
| 30D | -0.6% | +3.1% | -3.7% | -0.4% |
| 3M | -2.7% | +23.5% | -26.2% | -1.8% |
| 6M | -5.6% | -14.8% | +9.2% | -6.2% |
| YTD | -2.8% | -5.4% | +2.7% | -2.9% |
| 1Y | -1.4% | -11.8% | +10.4% | -1.8% |
| 3Y | -1.6% | -36.7% | +35.1% | -3.3% |
| 5Y | -33.8% | -40.3% | +6.4% | -35.0% |
| 10Y | -21.1% | -37.0% | +15.9% | -21.2% |
| All | +131.2% | +97.2% | +34.0% | +172.0% |
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