-42.6%
CAG vs USFR
+20.4%
-63.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -1.5% | +0.3% | -1.9% | -1.6% |
| 3M | +11.5% | +1.0% | +10.5% | +11.3% |
| 6M | -15.7% | +1.9% | -17.6% | -15.4% |
| YTD | -10.2% | +2.7% | -12.9% | -9.4% |
| 1Y | -18.1% | +4.0% | -22.1% | -16.5% |
| 3Y | -39.4% | +14.1% | -53.5% | -31.0% |
| 5Y | -42.6% | +20.5% | -63.1% | -26.0% |
| All | -42.6% | +20.4% | -63.0% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling