+146.2%
CAG vs FDS
+10,480.1%
-10,333.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -3.3% | +1.5% | -4.8% | -3.5% |
| 30D | +7.7% | +14.8% | -7.2% | +5.8% |
| 3M | -3.2% | +16.3% | -19.5% | -5.2% |
| 6M | +7.0% | +66.2% | -59.3% | 0.0% |
| YTD | -9.0% | +16.2% | -25.2% | -11.6% |
| 1Y | -9.6% | +21.8% | -31.4% | -12.8% |
| 3Y | -36.0% | -23.9% | -12.1% | -34.9% |
| 5Y | -40.9% | -23.1% | -17.7% | -40.3% |
| 10Y | -37.3% | +128.7% | -166.0% | -44.8% |
| All | +146.2% | +10,480.1% | -10,333.9% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling