+141.4%
CAG vs FTI
+2,117.5%
-1,976.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | +1.0% | +12.3% | -11.3% | 0.0% |
| 3M | +17.4% | +13.8% | +3.6% | +16.0% |
| 6M | -16.8% | +24.3% | -41.1% | -18.5% |
| YTD | -6.8% | +75.8% | -82.6% | -11.3% |
| 1Y | -15.4% | +99.6% | -115.0% | -20.4% |
| 3Y | -37.1% | +278.4% | -315.5% | -44.7% |
| 5Y | -41.3% | +1,168.7% | -1,209.9% | -54.7% |
| 10Y | -35.5% | +297.5% | -333.0% | -47.3% |
| All | +141.4% | +2,117.5% | -1,976.1% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling