+162.2%
W vs CAG
-35.6%
+197.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | +5.9% | -6.6% | +12.5% | +7.6% |
| 30D | -3.0% | +2.3% | -5.3% | -3.7% |
| 3M | +40.3% | +16.3% | +24.0% | +35.5% |
| 6M | +32.2% | -16.0% | +48.3% | +37.2% |
| YTD | -0.3% | -7.7% | +7.4% | +0.2% |
| 1Y | +16.2% | -16.0% | +32.2% | +19.5% |
| 3Y | +40.7% | -37.7% | +78.4% | +54.4% |
| 5Y | -62.3% | -41.2% | -21.1% | -58.4% |
| 10Y | +162.2% | -33.8% | +196.0% | +180.9% |
| All | +162.2% | -35.6% | +197.8% | +180.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling