-0.6%
CAG vs USFR
+27.6%
-28.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -6.6% | +0.1% | -6.7% | -6.6% |
| 30D | +2.3% | +0.3% | +2.0% | +2.2% |
| 3M | +16.3% | +1.0% | +15.3% | +15.9% |
| 6M | -16.0% | +1.9% | -18.0% | -16.7% |
| YTD | -7.7% | +2.7% | -10.4% | -8.6% |
| 1Y | -16.0% | +4.0% | -20.0% | -17.3% |
| 3Y | -37.7% | +14.0% | -51.7% | -40.8% |
| 5Y | -41.2% | +20.4% | -61.6% | -45.3% |
| 10Y | -33.8% | +28.0% | -61.8% | -40.3% |
| All | -0.6% | +27.6% | -28.2% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling