-33.8%
CAG vs FIVE
+486.0%
-519.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.8% |
| 7D | -6.6% | +1.7% | -8.3% | -6.7% |
| 30D | +2.3% | +5.0% | -2.7% | +2.0% |
| 3M | +16.3% | +29.5% | -13.2% | +14.5% |
| 6M | -16.0% | +12.4% | -28.5% | -16.8% |
| YTD | -7.7% | +31.2% | -38.9% | -9.5% |
| 1Y | -16.0% | +72.9% | -88.9% | -19.2% |
| 3Y | -37.7% | +53.0% | -90.7% | -40.2% |
| 5Y | -41.2% | +34.2% | -75.4% | -43.9% |
| 10Y | -33.8% | +497.6% | -531.4% | -45.0% |
| All | -33.8% | +486.0% | -519.8% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling