-9.6%
CAG vs CFG
+28.3%
-37.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | -3.3% | +3.2% | -6.5% | -3.7% |
| 30D | +7.7% | +5.1% | +2.5% | +7.0% |
| 3M | -3.2% | -11.2% | +8.1% | -2.3% |
| 6M | +7.0% | +9.6% | -2.6% | +6.0% |
| YTD | -9.0% | +15.0% | -23.9% | -11.8% |
| 1Y | -9.6% | +29.9% | -39.5% | -16.9% |
| All | -9.6% | +28.3% | -37.9% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling