+86.4%
CAG vs CF
+5,948.3%
-5,861.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | -3.8% | +6.0% | -9.8% | -4.3% |
| 30D | +3.1% | +14.8% | -11.7% | +1.9% |
| 3M | +23.5% | +14.1% | +9.4% | +21.9% |
| 6M | -14.8% | +28.5% | -43.4% | -17.2% |
| YTD | -5.4% | +74.9% | -80.4% | -10.6% |
| 1Y | -11.8% | +61.7% | -73.5% | -16.1% |
| 3Y | -36.7% | +80.3% | -117.0% | -40.8% |
| 5Y | -40.3% | +226.0% | -266.2% | -47.9% |
| 10Y | -37.0% | +569.9% | -606.9% | -50.1% |
| All | +86.4% | +5,948.3% | -5,861.9% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling