-41.0%
CAG vs CF
+114.1%
-155.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -3.3% | +4.8% | -8.1% | -3.6% |
| 30D | +7.7% | +4.7% | +3.0% | +7.4% |
| 3M | -3.2% | +7.4% | -10.6% | -3.5% |
| 6M | +7.0% | +0.6% | +6.4% | +6.8% |
| YTD | -9.0% | +64.1% | -73.1% | -12.5% |
| 1Y | -9.6% | +51.4% | -61.0% | -12.6% |
| 3Y | -36.0% | +67.8% | -103.8% | -39.1% |
| All | -41.0% | +114.1% | -155.0% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling