-15.4%
CAG vs FGI
+93.1%
-108.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.4% |
| 7D | -5.3% | +5.2% | -10.4% | -5.3% |
| 30D | +1.0% | +65.2% | -64.2% | 0.0% |
| 3M | +17.4% | +30.2% | -12.8% | +16.2% |
| 6M | -16.8% | +87.8% | -104.6% | -17.8% |
| YTD | -6.8% | +32.5% | -39.2% | -7.9% |
| 1Y | -15.4% | +93.6% | -109.0% | -17.2% |
| All | -15.4% | +93.1% | -108.5% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling