+7,843.3%
FIX vs CAG
+75.8%
+7,767.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.2% | +5.8% |
| 7D | -17.5% | +5.8% | -23.3% | -18.7% |
| 30D | -41.6% | +16.4% | -57.9% | -43.8% |
| 3M | -40.6% | +3.8% | -44.4% | -41.6% |
| 6M | -49.4% | +10.8% | -60.2% | -51.4% |
| YTD | +9.2% | -5.8% | +15.0% | +8.0% |
| 1Y | +6.5% | -2.4% | +8.8% | +4.2% |
| 3Y | +448.7% | -33.4% | +482.2% | +470.4% |
| 5Y | +948.7% | -39.4% | +988.2% | +1,007.8% |
| 10Y | +3,659.7% | -37.5% | +3,697.2% | +3,674.5% |
| All | +7,843.3% | +75.8% | +7,767.6% | +5,978.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling