-33.8%
CAG vs CFG
+308.1%
-341.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -6.6% | -0.6% | -6.0% | -6.6% |
| 30D | +2.3% | -4.5% | +6.8% | +2.8% |
| 3M | +16.3% | +6.3% | +10.0% | +15.5% |
| 6M | -16.0% | +20.6% | -36.6% | -17.8% |
| YTD | -7.7% | +21.2% | -28.9% | -9.8% |
| 1Y | -16.0% | +38.2% | -54.2% | -19.2% |
| 3Y | -37.7% | +185.9% | -223.6% | -45.5% |
| 5Y | -41.2% | +97.0% | -138.2% | -47.0% |
| 10Y | -33.8% | +306.8% | -340.6% | -39.8% |
| All | -33.8% | +308.1% | -341.9% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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