-35.5%
CAG vs CF
+589.1%
-624.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.5% |
| 7D | -5.3% | -0.9% | -4.3% | -5.2% |
| 30D | +1.0% | +18.1% | -17.1% | -0.3% |
| 3M | +17.4% | +23.4% | -6.0% | +15.4% |
| 6M | -16.8% | +17.1% | -33.9% | -18.3% |
| YTD | -6.8% | +76.2% | -83.0% | -11.8% |
| 1Y | -15.4% | +62.3% | -77.6% | -19.4% |
| 3Y | -37.1% | +71.8% | -108.9% | -40.9% |
| 5Y | -41.3% | +234.6% | -275.8% | -49.2% |
| 10Y | -35.5% | +574.3% | -609.7% | -45.8% |
| All | -35.5% | +589.1% | -624.6% | -45.8% |
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