-42.6%
CAG vs FTI
+1,109.5%
-1,152.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.6% |
| 7D | -5.9% | -5.6% | -0.3% | -5.8% |
| 30D | -1.5% | +0.4% | -1.9% | -1.6% |
| 3M | +11.5% | +8.1% | +3.3% | +11.2% |
| 6M | -15.7% | +16.7% | -32.4% | -16.2% |
| YTD | -10.2% | +70.0% | -80.2% | -11.9% |
| 1Y | -18.1% | +85.4% | -103.5% | -19.9% |
| 3Y | -39.4% | +265.9% | -305.3% | -42.7% |
| 5Y | -42.6% | +1,072.7% | -1,115.3% | -49.4% |
| All | -42.6% | +1,109.5% | -1,152.1% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling