+34.1%
CAG vs FIVE
+873.2%
-839.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.8% |
| 3M | +4.0% | +7.7% | -3.7% | +3.5% |
| 6M | +10.0% | +13.6% | -3.6% | +8.9% |
| YTD | -6.1% | +34.6% | -40.7% | -8.2% |
| 1Y | -4.3% | +66.2% | -70.6% | -7.6% |
| 3Y | -34.6% | +43.5% | -78.0% | -37.0% |
| 5Y | -39.4% | +20.7% | -60.1% | -41.8% |
| 10Y | -34.2% | +541.5% | -575.6% | -45.2% |
| All | +34.1% | +873.2% | -839.1% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling