+5,993.3%
FIX vs CAG
-36.5%
+6,029.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.5% |
| 7D | +6.1% | -5.3% | +11.3% | +6.4% |
| 30D | -2.7% | +1.0% | -3.7% | -2.8% |
| 3M | -10.9% | +17.4% | -28.3% | -12.5% |
| 6M | +29.0% | -16.8% | +45.8% | +31.6% |
| YTD | +76.9% | -6.8% | +83.7% | +77.6% |
| 1Y | +130.7% | -15.4% | +146.1% | +134.3% |
| 3Y | +790.7% | -37.1% | +827.8% | +826.3% |
| 5Y | +2,185.6% | -41.3% | +2,226.8% | +2,302.0% |
| 10Y | +5,993.3% | -35.5% | +6,028.8% | +6,162.0% |
| All | +5,993.3% | -36.5% | +6,029.8% | +6,162.0% |
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