+3.5%
W vs CAG
-7.3%
+10.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.8% |
| 7D | -7.4% | -1.8% | -5.6% | -7.3% |
| 30D | +7.8% | +9.7% | -1.9% | +7.2% |
| 3M | +10.9% | +0.5% | +10.4% | +10.6% |
| 6M | +86.4% | +8.9% | +77.5% | +86.8% |
| YTD | +14.0% | -8.4% | +22.3% | +5.1% |
| 1Y | +3.5% | -8.3% | +11.8% | -6.2% |
| All | +3.5% | -7.3% | +10.9% | -6.2% |
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 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