+13.5%
U vs CAG
-36.6%
+50.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.6% |
| 7D | +4.5% | -5.3% | +9.7% | +4.3% |
| 30D | -0.6% | +1.0% | -1.6% | -0.5% |
| 3M | +48.4% | +17.4% | +31.1% | +50.0% |
| 6M | +115.4% | -16.8% | +132.2% | +108.8% |
| YTD | -3.2% | -6.8% | +3.6% | -5.7% |
| 1Y | -6.0% | -15.4% | +9.3% | -7.7% |
| 3Y | +13.5% | -37.1% | +50.5% | +19.2% |
| All | +13.5% | -36.6% | +50.1% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling