-37.7%
CAG vs FTV
+80.7%
-118.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -5.7% | -4.0% | -1.7% | -5.0% |
| 30D | -2.4% | -11.0% | +8.6% | -0.4% |
| 3M | +9.8% | -8.4% | +18.2% | +11.4% |
| 6M | -10.8% | -2.6% | -8.3% | -10.8% |
| YTD | -10.8% | -0.6% | -10.2% | -11.3% |
| 1Y | -19.0% | +11.0% | -29.9% | -21.1% |
| 3Y | -39.7% | -6.3% | -33.3% | -40.1% |
| 5Y | -43.0% | -1.5% | -41.4% | -44.8% |
| All | -37.7% | +80.7% | -118.4% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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