-41.2%
CAG vs FDS
-23.5%
-17.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.4% |
| 7D | -6.6% | -8.8% | +2.2% | -5.3% |
| 30D | +2.3% | -1.4% | +3.7% | +2.5% |
| 3M | +16.3% | +13.9% | +2.4% | +13.7% |
| 6M | -16.0% | +27.4% | -43.4% | -19.4% |
| YTD | -7.7% | -2.5% | -5.2% | -8.0% |
| 1Y | -16.0% | -23.8% | +7.7% | -13.0% |
| 3Y | -37.7% | -32.5% | -5.2% | -34.6% |
| 5Y | -41.2% | -23.2% | -18.0% | -42.4% |
| All | -41.2% | -23.5% | -17.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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