+533.2%
XYZ vs CAG
-27.3%
+560.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.0% | -3.8% | +2.8% | -0.5% |
| 30D | -1.7% | +3.1% | -4.8% | -2.2% |
| 3M | +16.7% | +23.5% | -6.7% | +13.4% |
| 6M | +26.9% | -14.8% | +41.7% | +29.2% |
| YTD | +27.1% | -5.4% | +32.6% | +27.4% |
| 1Y | +9.3% | -11.8% | +21.1% | +10.4% |
| 3Y | +42.3% | -36.7% | +78.9% | +49.3% |
| 5Y | -69.3% | -40.3% | -29.1% | -67.7% |
| 10Y | +586.8% | -37.0% | +623.8% | +584.6% |
| All | +533.2% | -27.3% | +560.5% | +494.2% |
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