+32.6%
XYZ vs CAG
-5.3%
+37.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +14.9% | +4.6% | +10.3% | +13.8% |
| 30D | +14.7% | +14.7% | 0.0% | +12.6% |
| 3M | +12.1% | +2.4% | +9.7% | +11.1% |
| 6M | +18.3% | +10.7% | +7.6% | +16.4% |
| YTD | +36.1% | -5.5% | +41.6% | +37.0% |
| All | +32.6% | -5.3% | +37.9% | +30.0% |
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 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