-34.2%
CAG vs FE
+110.9%
-145.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.6% | -0.5% | +7.2% | +6.8% |
| 30D | +13.9% | +4.3% | +9.6% | +12.6% |
| 3M | +4.0% | +0.4% | +3.6% | +3.9% |
| 6M | +10.0% | +6.9% | +3.0% | +7.9% |
| YTD | -6.1% | +8.0% | -14.1% | -8.2% |
| 1Y | -4.3% | +4.8% | -9.1% | -5.7% |
| 3Y | -34.6% | +49.0% | -83.5% | -41.8% |
| 5Y | -39.4% | +46.2% | -85.7% | -46.1% |
| 10Y | -34.2% | +120.9% | -155.0% | -46.7% |
| All | -34.2% | +110.9% | -145.0% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling