+49.9%
TRV vs CAG
-6.8%
+56.7%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.0% | -2.5% | +2.4% |
| 7D | +3.9% | +9.7% | -5.8% | +2.1% |
| 30D | +13.5% | +15.8% | -2.3% | +10.6% |
| 3M | +8.9% | +1.8% | +7.1% | +8.0% |
| 6M | +36.8% | +11.5% | +25.2% | +33.1% |
| YTD | +42.7% | -6.7% | +49.4% | +41.5% |
| 1Y | +49.9% | -5.6% | +55.5% | +48.0% |
| All | +49.9% | -6.8% | +56.7% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling