-33.4%
CAG vs FGI
+1.5%
-34.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | +5.8% | -7.0% | +12.8% | +5.8% |
| 30D | +16.4% | -4.2% | +20.6% | +16.4% |
| 3M | +3.8% | +55.6% | -51.8% | +3.0% |
| 6M | +10.8% | -3.2% | +14.0% | +10.0% |
| YTD | -5.8% | +29.1% | -35.0% | -6.6% |
| 1Y | -2.4% | +51.0% | -53.4% | -3.4% |
| 3Y | -33.4% | +1.5% | -34.9% | -33.1% |
| All | -33.4% | +1.5% | -34.9% | -33.1% |
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