+6,411.5%
TRV vs CAG
+594.9%
+5,816.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +0.5% | -5.3% | +5.8% | +2.0% |
| 30D | -4.9% | +1.0% | -5.8% | -5.2% |
| 3M | +23.7% | +17.4% | +6.4% | +17.8% |
| 6M | +20.3% | -16.8% | +37.1% | +25.7% |
| YTD | +27.1% | -6.8% | +33.8% | +28.2% |
| 1Y | +35.3% | -15.4% | +50.7% | +40.1% |
| 3Y | +139.8% | -37.1% | +176.9% | +167.1% |
| 5Y | +153.9% | -41.3% | +195.1% | +186.5% |
| 10Y | +285.9% | -35.5% | +321.3% | +304.2% |
| All | +6,411.5% | +594.9% | +5,816.6% | +3,359.8% |
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