+3,800.0%
FIX vs CAG
-38.3%
+3,838.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.3% | +9.1% | +9.4% |
| 7D | -7.2% | +4.6% | -11.8% | -7.4% |
| 30D | -35.1% | +14.7% | -49.8% | -35.7% |
| 3M | -34.3% | +2.4% | -36.6% | -34.4% |
| 6M | -42.9% | +10.7% | -53.6% | -43.5% |
| YTD | +19.5% | -5.5% | +25.0% | +19.9% |
| 1Y | +16.8% | -4.6% | +21.4% | +17.0% |
| 3Y | +506.7% | -34.4% | +541.1% | +527.7% |
| 5Y | +1,046.7% | -39.2% | +1,085.9% | +1,098.8% |
| 10Y | +3,800.0% | -39.0% | +3,838.9% | +3,903.9% |
| All | +3,800.0% | -38.3% | +3,838.3% | +3,903.9% |
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