-14.0%
CAG vs SFM
+117.5%
-131.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.5% |
| 7D | -5.3% | -5.8% | +0.5% | -4.5% |
| 30D | +1.0% | -11.4% | +12.3% | +2.5% |
| 3M | +17.4% | -12.2% | +29.6% | +19.1% |
| 6M | -16.8% | -5.2% | -11.6% | -16.7% |
| YTD | -6.8% | -4.5% | -2.3% | -6.9% |
| 1Y | -15.4% | -45.4% | +30.0% | -9.5% |
| 3Y | -37.1% | +91.1% | -128.2% | -46.6% |
| 5Y | -41.3% | +226.8% | -268.0% | -55.7% |
| 10Y | -35.5% | +291.9% | -327.4% | -54.4% |
| All | -14.0% | +117.5% | -131.5% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SFM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling