+203.4%
W vs CAG
-9.1%
+212.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.3% |
| 7D | -7.4% | -1.8% | -5.6% | -7.1% |
| 30D | +7.8% | +9.7% | -1.9% | +5.1% |
| 3M | +10.9% | +0.5% | +10.4% | +10.3% |
| 6M | +86.4% | +8.9% | +77.5% | +81.5% |
| YTD | +14.0% | -8.4% | +22.3% | +14.5% |
| 1Y | +3.5% | -8.3% | +11.8% | +4.0% |
| 3Y | +164.8% | -36.1% | +200.9% | +189.4% |
| 5Y | -53.1% | -40.1% | -13.0% | -48.4% |
| 10Y | +220.4% | -36.9% | +257.3% | +236.1% |
| All | +203.4% | -9.1% | +212.5% | +182.1% |
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