+143.2%
CAG vs FDS
+10,448.9%
-10,305.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.8% |
| 7D | -6.2% | -2.6% | -3.6% | -5.9% |
| 30D | +7.4% | +14.1% | -6.6% | +5.7% |
| 3M | -1.6% | +19.8% | -21.4% | -4.0% |
| 6M | +6.3% | +55.0% | -48.6% | +0.2% |
| YTD | -10.1% | +15.9% | -26.0% | -12.7% |
| 1Y | -10.2% | +24.2% | -34.4% | -13.6% |
| 3Y | -37.3% | -24.0% | -13.3% | -36.2% |
| 5Y | -41.6% | -23.3% | -18.2% | -41.0% |
| 10Y | -38.1% | +128.0% | -166.1% | -45.5% |
| All | +143.2% | +10,448.9% | -10,305.7% | +66.4% |
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