+3,644.4%
FIX vs CAG
-38.9%
+3,683.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -13.9% | +6.6% | -20.6% | -14.2% |
| 30D | -35.5% | +13.9% | -49.4% | -36.1% |
| 3M | -33.9% | +4.0% | -38.0% | -34.1% |
| 6M | -43.3% | +10.0% | -53.3% | -43.9% |
| YTD | +18.7% | -6.1% | +24.8% | +19.1% |
| 1Y | +13.8% | -4.3% | +18.1% | +13.8% |
| 3Y | +495.0% | -34.6% | +529.5% | +515.5% |
| 5Y | +1,049.0% | -39.4% | +1,088.5% | +1,102.0% |
| 10Y | +3,644.4% | -34.2% | +3,678.6% | +3,536.6% |
| All | +3,644.4% | -38.9% | +3,683.3% | +3,536.6% |
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