+2,105.4%
FIX vs CAG
-40.1%
+2,145.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.7% |
| 7D | +6.0% | -3.8% | +9.8% | +5.2% |
| 30D | -7.2% | +3.1% | -10.4% | -6.5% |
| 3M | -15.9% | +23.5% | -39.3% | -11.8% |
| 6M | +12.7% | -14.8% | +27.6% | +12.2% |
| YTD | +72.8% | -5.4% | +78.2% | +74.8% |
| 1Y | +122.9% | -11.8% | +134.7% | +124.2% |
| 3Y | +774.3% | -36.7% | +811.0% | +752.4% |
| All | +2,105.4% | -40.1% | +2,145.5% | +2,059.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling