+99.1%
V vs CAG
-39.4%
+138.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.3% |
| 7D | +2.2% | +5.8% | -3.6% | +1.1% |
| 30D | +13.6% | +16.4% | -2.8% | +10.3% |
| 3M | +14.3% | +3.8% | +10.5% | +13.2% |
| 6M | +33.1% | +10.8% | +22.3% | +30.0% |
| YTD | +21.2% | -5.8% | +27.1% | +21.3% |
| 1Y | +26.4% | -2.4% | +28.8% | +25.5% |
| 3Y | +77.6% | -33.4% | +111.0% | +88.5% |
| All | +99.1% | -39.4% | +138.5% | +112.5% |
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