-37.7%
CAG vs FLR
+19.7%
-57.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -5.7% | -3.5% | -2.2% | -5.6% |
| 30D | -2.4% | +4.2% | -6.6% | -2.5% |
| 3M | +9.8% | +8.1% | +1.7% | +9.4% |
| 6M | -10.8% | +21.5% | -32.4% | -11.6% |
| YTD | -10.8% | +36.8% | -47.6% | -12.0% |
| 1Y | -19.0% | +31.2% | -50.2% | -20.0% |
| 3Y | -39.7% | +53.9% | -93.6% | -41.5% |
| 5Y | -43.0% | +243.0% | -286.0% | -47.3% |
| All | -37.7% | +19.7% | -57.4% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling