+3,653.2%
FIX vs CAG
-38.1%
+3,691.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.2% | +5.5% |
| 7D | -17.5% | +5.8% | -23.3% | -17.6% |
| 30D | -41.6% | +16.4% | -57.9% | -42.1% |
| 3M | -40.6% | +3.8% | -44.4% | -40.7% |
| 6M | -49.4% | +10.8% | -60.2% | -49.9% |
| YTD | +9.2% | -5.8% | +15.0% | +9.6% |
| 1Y | +6.5% | -2.4% | +8.8% | +6.3% |
| 3Y | +448.7% | -33.4% | +482.2% | +464.7% |
| 5Y | +948.7% | -39.4% | +988.2% | +996.6% |
| All | +3,653.2% | -38.1% | +3,691.3% | +3,757.4% |
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