+638.0%
XYZ vs CAG
-38.3%
+676.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | +14.9% | +4.6% | +10.3% | +14.2% |
| 30D | +14.7% | +14.7% | 0.0% | +12.6% |
| 3M | +12.1% | +2.4% | +9.7% | +11.6% |
| 6M | +18.3% | +10.7% | +7.6% | +16.6% |
| YTD | +36.1% | -5.5% | +41.6% | +36.1% |
| 1Y | +35.3% | -4.6% | +39.9% | +35.2% |
| 3Y | +73.5% | -34.4% | +107.9% | +80.2% |
| 5Y | -61.6% | -39.2% | -22.5% | -59.9% |
| 10Y | +638.0% | -39.0% | +677.0% | +632.5% |
| All | +638.0% | -38.3% | +676.3% | +632.5% |
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