+35.1%
CAG vs FIVE
+868.1%
-833.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.2% |
| 7D | -3.8% | +4.3% | -8.1% | -4.0% |
| 30D | +3.1% | +12.5% | -9.4% | +2.4% |
| 3M | +23.5% | +31.2% | -7.8% | +21.5% |
| 6M | -14.8% | +14.4% | -29.2% | -15.7% |
| YTD | -5.4% | +33.9% | -39.3% | -7.4% |
| 1Y | -11.8% | +65.1% | -76.9% | -14.8% |
| 3Y | -36.7% | +49.0% | -85.6% | -39.2% |
| 5Y | -40.3% | +30.3% | -70.6% | -42.9% |
| 10Y | -37.0% | +481.1% | -518.1% | -47.3% |
| All | +35.1% | +868.1% | -833.0% | +8.6% |
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