-68.6%
XYZ vs CAG
-40.6%
-27.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.1% |
| 7D | +2.9% | -5.3% | +8.1% | +3.2% |
| 30D | +1.4% | +1.0% | +0.4% | +1.3% |
| 3M | +14.6% | +17.4% | -2.8% | +13.7% |
| 6M | +20.8% | -16.8% | +37.6% | +21.1% |
| YTD | +23.1% | -6.8% | +29.8% | +23.0% |
| 1Y | +5.6% | -15.4% | +21.0% | +6.2% |
| 3Y | +50.9% | -37.1% | +88.0% | +52.8% |
| 5Y | -68.6% | -41.3% | -27.3% | -66.7% |
| All | -68.6% | -40.6% | -27.9% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling