+3,759.0%
FIX vs CAG
-35.6%
+3,794.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.4% | +5.1% |
| 7D | +6.4% | -1.8% | +8.2% | +6.5% |
| 30D | -29.1% | +9.7% | -38.7% | -29.6% |
| 3M | -31.1% | +0.5% | -31.6% | -31.3% |
| 6M | -42.8% | +8.9% | -51.7% | -43.5% |
| YTD | +24.6% | -8.4% | +33.0% | +25.2% |
| 1Y | +21.9% | -8.3% | +30.3% | +22.4% |
| 3Y | +524.9% | -36.1% | +561.0% | +546.8% |
| 5Y | +1,092.2% | -40.1% | +1,132.4% | +1,143.4% |
| 10Y | +3,759.0% | -36.9% | +3,795.9% | +3,704.7% |
| All | +3,759.0% | -35.6% | +3,794.6% | +3,704.7% |
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