-41.2%
CAG vs CFG
+99.7%
-140.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.4% |
| 6M | -16.0% | +20.6% | -36.6% | -18.0% |
| YTD | -7.7% | +21.2% | -28.9% | -10.1% |
| 1Y | -16.0% | +38.2% | -54.2% | -19.6% |
| 3Y | -37.7% | +185.9% | -223.6% | -47.2% |
| 5Y | -41.2% | +97.0% | -138.2% | -48.3% |
| All | -41.2% | +99.7% | -140.9% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling