-39.0%
CAG vs CF
+546.3%
-585.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.6% | -0.9% | +5.5% | +4.6% |
| 30D | +14.7% | +6.9% | +7.7% | +14.1% |
| 3M | +2.4% | +4.8% | -2.5% | +1.9% |
| 6M | +10.7% | +4.7% | +6.1% | +10.1% |
| YTD | -5.5% | +56.5% | -62.0% | -9.8% |
| 1Y | -4.6% | +48.4% | -53.0% | -8.6% |
| 3Y | -34.4% | +59.1% | -93.6% | -38.1% |
| 5Y | -39.2% | +109.5% | -148.7% | -45.0% |
| 10Y | -39.0% | +487.0% | -525.9% | -46.6% |
| All | -39.0% | +546.3% | -585.2% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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