-33.8%
CAG vs FE
+110.4%
-144.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | +2.3% | -1.2% | +3.5% | +2.6% |
| 3M | +16.3% | +1.7% | +14.7% | +15.8% |
| 6M | -16.0% | -7.5% | -8.6% | -14.2% |
| YTD | -7.7% | +6.3% | -14.0% | -9.4% |
| 1Y | -16.0% | +10.9% | -26.9% | -18.6% |
| 3Y | -37.7% | +46.9% | -84.6% | -44.5% |
| 5Y | -41.2% | +47.6% | -88.8% | -47.9% |
| 10Y | -33.8% | +114.5% | -148.3% | -46.6% |
| All | -33.8% | +110.4% | -144.1% | -46.6% |
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