+2,926.4%
V vs CAG
+77.4%
+2,849.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -1.7% | -3.8% | +2.1% | -0.7% |
| 30D | +2.0% | +3.1% | -1.2% | +1.0% |
| 3M | +17.4% | +23.5% | -6.1% | +10.5% |
| 6M | +17.5% | -14.8% | +32.3% | +21.9% |
| YTD | +7.6% | -5.4% | +13.0% | +8.0% |
| 1Y | +7.7% | -11.8% | +19.5% | +10.1% |
| 3Y | +54.7% | -36.7% | +91.3% | +70.9% |
| 5Y | +73.0% | -40.3% | +113.3% | +92.6% |
| 10Y | +390.9% | -37.0% | +427.9% | +404.1% |
| All | +2,926.4% | +77.4% | +2,849.0% | +1,655.2% |
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 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