-4.3%
CAG vs FIVE
+63.0%
-67.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +6.6% | +7.3% | -0.7% | +6.2% |
| 30D | +13.9% | +18.1% | -4.2% | +13.1% |
| 3M | +4.0% | +7.7% | -3.7% | +3.6% |
| 6M | +10.0% | +13.6% | -3.6% | +9.4% |
| YTD | -6.1% | +34.6% | -40.7% | -4.7% |
| 1Y | -4.3% | +66.2% | -70.6% | -5.4% |
| All | -4.3% | +63.0% | -67.3% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling