-15.8%
F vs CAG
-41.2%
+25.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.4% |
| 7D | -3.9% | -6.2% | +2.3% | -2.3% |
| 30D | -0.5% | +7.4% | -7.9% | -2.5% |
| 3M | -12.9% | -1.6% | -11.3% | -12.8% |
| 6M | +1.5% | +6.3% | -4.8% | -0.8% |
| YTD | -5.0% | -10.1% | +5.1% | -3.2% |
| 1Y | -7.3% | -10.2% | +2.9% | -5.6% |
| 3Y | +45.3% | -37.3% | +82.6% | +65.1% |
| 5Y | -15.8% | -41.6% | +25.8% | -3.2% |
| All | -15.8% | -41.2% | +25.4% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling