+163.6%
W vs CAG
-6.2%
+169.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | -4.2% | -3.8% | -0.4% | -3.3% |
| 30D | -7.6% | +3.1% | -10.7% | -8.3% |
| 3M | +37.2% | +23.5% | +13.7% | +30.0% |
| 6M | +26.3% | -14.8% | +41.2% | +30.9% |
| YTD | -1.0% | -5.4% | +4.5% | -1.0% |
| 1Y | +20.1% | -11.8% | +31.9% | +22.2% |
| 3Y | +37.8% | -36.7% | +74.4% | +51.5% |
| 5Y | -63.7% | -40.3% | -23.4% | -59.8% |
| 10Y | +156.3% | -37.0% | +193.3% | +168.8% |
| All | +163.6% | -6.2% | +169.8% | +144.0% |
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