-41.0%
CAG vs FE
+47.0%
-88.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.8% |
| 7D | -3.3% | +1.2% | -4.6% | -3.8% |
| 30D | +7.7% | +4.5% | +3.1% | +5.8% |
| 3M | -3.2% | +1.3% | -4.5% | -3.7% |
| 6M | +7.0% | +8.7% | -1.7% | +3.5% |
| YTD | -9.0% | +9.2% | -18.2% | -12.3% |
| 1Y | -9.6% | +7.0% | -16.6% | -12.2% |
| 3Y | -36.0% | +51.4% | -87.4% | -46.4% |
| All | -41.0% | +47.0% | -88.0% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling