-68.0%
U vs CAG
-40.6%
-27.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.5% |
| 7D | +4.5% | -5.3% | +9.7% | +4.2% |
| 30D | -0.6% | +1.0% | -1.6% | -0.5% |
| 3M | +48.4% | +17.4% | +31.1% | +50.1% |
| 6M | +115.4% | -16.8% | +132.2% | +110.3% |
| YTD | -3.2% | -6.8% | +3.6% | -4.8% |
| 1Y | -6.0% | -15.4% | +9.3% | -7.4% |
| 3Y | +13.5% | -37.1% | +50.5% | +12.8% |
| 5Y | -68.0% | -41.3% | -26.8% | -67.2% |
| All | -68.0% | -40.6% | -27.4% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling