-35.7%
CAG vs FGI
-5.3%
-30.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -0.9% |
| 7D | -3.8% | +0.5% | -4.3% | -3.8% |
| 30D | +3.1% | +65.4% | -62.3% | +2.3% |
| 3M | +23.5% | +23.5% | 0.0% | +22.5% |
| 6M | -14.8% | +60.5% | -75.4% | -15.6% |
| YTD | -5.4% | +30.0% | -35.4% | -6.3% |
| 1Y | -11.8% | +82.1% | -93.9% | -13.2% |
| All | -35.7% | -5.3% | -30.4% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling