-7.8%
CAG vs CFG
+396.4%
-404.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.8% | +1.5% | -5.3% | -4.0% |
| 30D | +3.1% | -3.8% | +7.0% | +3.6% |
| 3M | +23.5% | +11.5% | +12.0% | +21.9% |
| 6M | -14.8% | +19.2% | -34.0% | -16.7% |
| YTD | -5.4% | +23.7% | -29.1% | -8.0% |
| 1Y | -11.8% | +38.8% | -50.7% | -15.4% |
| 3Y | -36.7% | +178.9% | -215.6% | -44.9% |
| 5Y | -40.3% | +101.8% | -142.0% | -46.6% |
| 10Y | -37.0% | +317.3% | -354.3% | -51.0% |
| All | -7.8% | +396.4% | -404.1% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling