+24.3%
W vs CAG
-6.8%
+31.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.0% | +5.0% | +10.4% |
| 7D | +8.4% | +9.7% | -1.3% | +7.7% |
| 30D | +16.5% | +15.8% | +0.7% | +15.3% |
| 3M | +6.4% | +1.8% | +4.6% | +6.0% |
| 6M | +90.5% | +11.5% | +79.0% | +90.6% |
| YTD | +23.1% | -6.7% | +29.8% | +14.2% |
| 1Y | +24.3% | -5.6% | +29.9% | +12.3% |
| All | +24.3% | -6.8% | +31.1% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling