-15.7%
CAG vs FLR
+16.9%
-32.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.8% |
| 7D | -5.9% | -6.9% | +1.0% | -6.3% |
| 30D | -1.5% | +1.1% | -2.7% | -1.4% |
| 3M | +11.5% | +14.3% | -2.9% | +12.3% |
| 6M | -15.7% | +19.1% | -34.8% | -15.8% |
| All | -15.7% | +16.9% | -32.6% | -15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling