+14.4%
FIX vs CAG
-6.8%
+21.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.0% | -21.0% | -11.5% |
| 7D | -18.9% | +9.7% | -28.6% | -13.7% |
| 30D | -36.3% | +15.8% | -52.1% | -30.2% |
| 3M | -38.5% | +1.8% | -40.3% | -36.2% |
| 6M | -42.3% | +11.5% | -53.8% | -36.3% |
| YTD | +17.1% | -6.7% | +23.8% | +25.1% |
| 1Y | +14.4% | -5.6% | +20.0% | +21.1% |
| All | +14.4% | -6.8% | +21.2% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling