+75.5%
F vs CAG
-38.5%
+114.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -0.6% | +4.6% | -5.2% | -1.6% |
| 30D | +2.9% | +14.7% | -11.8% | -0.1% |
| 3M | -9.5% | +2.4% | -11.8% | -10.1% |
| 6M | +4.0% | +10.7% | -6.7% | +1.3% |
| YTD | -1.3% | -5.5% | +4.3% | -1.0% |
| 1Y | -1.9% | -4.6% | +2.6% | -1.9% |
| 3Y | +53.5% | -34.4% | +87.9% | +65.7% |
| 5Y | -15.1% | -39.2% | +24.0% | -7.1% |
| All | +75.5% | -38.5% | +114.0% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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