+28.5%
CAG vs FIVE
+848.8%
-820.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | -6.2% | +2.4% | -8.6% | -6.3% |
| 30D | +7.4% | +15.8% | -8.4% | +6.5% |
| 3M | -1.6% | +3.8% | -5.4% | -1.9% |
| 6M | +6.3% | +18.5% | -12.2% | +5.0% |
| YTD | -10.1% | +31.2% | -41.3% | -11.9% |
| 1Y | -10.2% | +61.8% | -72.1% | -13.2% |
| 3Y | -37.3% | +39.9% | -77.2% | -39.5% |
| 5Y | -41.6% | +18.3% | -59.9% | -43.8% |
| 10Y | -38.1% | +510.0% | -548.1% | -48.3% |
| All | +28.5% | +848.8% | -820.3% | +3.3% |
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