+14.5%
FIX vs CAG
-5.3%
+19.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.3% | +9.1% | +9.6% |
| 7D | -7.2% | +4.6% | -11.8% | -3.4% |
| 30D | -35.1% | +14.7% | -49.8% | -28.6% |
| 3M | -34.3% | +2.4% | -36.6% | -31.2% |
| 6M | -42.9% | +10.7% | -53.6% | -36.4% |
| YTD | +19.5% | -5.5% | +25.0% | +29.2% |
| All | +14.5% | -5.3% | +19.8% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling