+67.8%
CAG vs FE
+561.4%
-493.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -3.8% | +1.9% | -5.7% | -4.3% |
| 30D | +3.1% | -1.2% | +4.3% | +3.4% |
| 3M | +23.5% | +3.5% | +20.0% | +22.4% |
| 6M | -14.8% | -6.1% | -8.8% | -13.5% |
| YTD | -5.4% | +7.6% | -13.1% | -7.4% |
| 1Y | -11.8% | +11.9% | -23.7% | -14.5% |
| 3Y | -36.7% | +48.4% | -85.1% | -43.2% |
| 5Y | -40.3% | +44.8% | -85.1% | -46.4% |
| 10Y | -37.0% | +115.9% | -152.9% | -50.8% |
| All | +67.8% | +561.4% | -493.6% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling