-37.7%
CAG vs USFR
+28.1%
-65.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -2.4% | +0.4% | -2.8% | -2.5% |
| 3M | +9.8% | +1.0% | +8.8% | +9.6% |
| 6M | -10.8% | +2.0% | -12.8% | -11.1% |
| YTD | -10.8% | +2.8% | -13.6% | -11.1% |
| 1Y | -19.0% | +4.1% | -23.0% | -19.2% |
| 3Y | -39.7% | +14.1% | -53.8% | -40.1% |
| 5Y | -43.0% | +20.6% | -63.6% | -43.7% |
| All | -37.7% | +28.1% | -65.8% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling