-37.2%
CAG vs SFM
+268.6%
-305.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.5% |
| 7D | -5.9% | -8.8% | +2.9% | -4.6% |
| 30D | -1.5% | -14.5% | +12.9% | +0.6% |
| 3M | +11.5% | -16.8% | +28.3% | +14.1% |
| 6M | -15.7% | -5.3% | -10.3% | -15.6% |
| YTD | -10.2% | -9.4% | -0.8% | -9.7% |
| 1Y | -18.1% | -46.2% | +28.1% | -11.6% |
| 3Y | -39.4% | +81.3% | -120.7% | -49.9% |
| 5Y | -42.6% | +211.9% | -254.5% | -59.1% |
| All | -37.2% | +268.6% | -305.8% | -58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling