-15.8%
F vs CAG
-39.4%
+23.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | +1.6% | +5.8% | -4.3% | 0.0% |
| 30D | +2.6% | +16.4% | -13.7% | -1.5% |
| 3M | -8.8% | +3.8% | -12.6% | -10.0% |
| 6M | +4.6% | +10.8% | -6.2% | +1.1% |
| YTD | -1.9% | -5.8% | +3.9% | -1.3% |
| 1Y | -0.8% | -2.4% | +1.6% | -1.3% |
| 3Y | +43.5% | -33.4% | +76.9% | +60.2% |
| All | -15.8% | -39.4% | +23.6% | -4.3% |
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