+98.0%
CAG vs FLR
+587.1%
-489.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.7% |
| 7D | -6.6% | -3.1% | -3.5% | -6.4% |
| 30D | +2.3% | +4.9% | -2.6% | +1.9% |
| 3M | +16.3% | +10.8% | +5.5% | +15.0% |
| 6M | -16.0% | +19.7% | -35.7% | -17.8% |
| YTD | -7.7% | +38.4% | -46.1% | -10.8% |
| 1Y | -16.0% | +34.7% | -50.7% | -18.9% |
| 3Y | -37.7% | +56.7% | -94.4% | -41.9% |
| 5Y | -41.2% | +241.6% | -282.8% | -50.1% |
| 10Y | -33.8% | +20.2% | -54.0% | -41.2% |
| All | +98.0% | +587.1% | -489.2% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling