+1,051.1%
FIX vs CAG
-41.2%
+1,092.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -3.5% |
| 7D | +16.9% | -6.2% | +23.1% | +14.7% |
| 30D | -30.6% | +7.4% | -38.1% | -28.6% |
| 3M | -35.1% | -1.6% | -33.5% | -34.4% |
| 6M | -44.0% | +6.3% | -50.3% | -41.9% |
| YTD | +21.0% | -10.1% | +31.1% | +22.6% |
| 1Y | +16.2% | -10.2% | +26.4% | +17.7% |
| 3Y | +506.9% | -37.3% | +544.2% | +482.9% |
| 5Y | +1,051.1% | -41.6% | +1,092.7% | +1,028.9% |
| All | +1,051.1% | -41.2% | +1,092.3% | +1,028.9% |
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 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