+777.0%
FIX vs CAG
-36.5%
+813.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.5% |
| 7D | +6.0% | -3.8% | +9.8% | +4.3% |
| 30D | -7.2% | +3.1% | -10.4% | -5.8% |
| 3M | -15.9% | +23.5% | -39.3% | -6.5% |
| 6M | +12.7% | -14.8% | +27.6% | +8.3% |
| YTD | +72.8% | -5.4% | +78.2% | +74.7% |
| 1Y | +122.9% | -11.8% | +134.7% | +119.9% |
| All | +777.0% | -36.5% | +813.5% | +653.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling