-39.2%
CAG vs FIVE
+19.1%
-58.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | +0.2% |
| 7D | +4.6% | +6.2% | -1.6% | +4.4% |
| 30D | +14.7% | +18.2% | -3.5% | +14.1% |
| 3M | +2.4% | +3.8% | -1.5% | +2.2% |
| 6M | +10.7% | +13.7% | -3.0% | +10.2% |
| YTD | -5.5% | +34.7% | -40.2% | -6.3% |
| 1Y | -4.6% | +66.6% | -71.2% | -5.9% |
| 3Y | -34.4% | +44.3% | -78.7% | -34.1% |
| 5Y | -39.2% | +18.8% | -57.9% | -40.5% |
| All | -39.2% | +19.1% | -58.3% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling