-11.8%
CAG vs USFR
+4.0%
-15.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -1.2% |
| 7D | -3.8% | +0.1% | -3.9% | -4.5% |
| 30D | +3.1% | +0.3% | +2.8% | -0.8% |
| 3M | +23.5% | +1.0% | +22.5% | +8.1% |
| 6M | -14.8% | +1.9% | -16.8% | -30.8% |
| YTD | -5.4% | +2.6% | -8.1% | -24.4% |
| 1Y | -11.8% | +4.0% | -15.8% | -36.5% |
| All | -11.8% | +4.0% | -15.8% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling