+72.6%
XYZ vs CAG
-34.1%
+106.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +1.8% |
| 7D | +12.1% | +5.8% | +6.3% | +11.7% |
| 30D | +12.4% | +16.4% | -4.0% | +11.6% |
| 3M | +8.2% | +3.8% | +4.4% | +7.7% |
| 6M | +20.7% | +10.8% | +9.9% | +20.1% |
| YTD | +31.3% | -5.8% | +37.2% | +30.3% |
| 1Y | +20.5% | -2.4% | +22.9% | +19.7% |
| 3Y | +72.6% | -33.4% | +106.0% | +63.6% |
| All | +72.6% | -34.1% | +106.7% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling