-18.1%
CAG vs FIVE
+69.1%
-87.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.4% | -2.7% |
| 7D | -5.9% | +0.6% | -6.4% | -5.9% |
| 30D | -1.5% | +3.0% | -4.5% | -1.4% |
| 3M | +11.5% | +23.2% | -11.7% | +12.3% |
| 6M | -15.7% | +9.2% | -24.8% | -15.2% |
| YTD | -10.2% | +28.1% | -38.3% | -8.3% |
| 1Y | -18.1% | +65.3% | -83.3% | -14.8% |
| All | -18.1% | +69.1% | -87.2% | -14.8% |
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