-39.0%
CAG vs FN
+837.6%
-876.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.9% | -11.5% | +0.4% |
| 7D | +4.6% | +16.3% | -11.7% | +4.7% |
| 30D | +14.7% | -24.7% | +39.4% | +14.9% |
| 3M | +2.4% | -34.9% | +37.3% | +2.7% |
| 6M | +10.7% | -41.1% | +51.8% | +11.0% |
| YTD | -5.5% | -19.6% | +14.1% | -6.2% |
| 1Y | -4.6% | -18.5% | +13.9% | -5.4% |
| 3Y | -34.4% | +119.1% | -153.6% | -39.8% |
| 5Y | -39.2% | +206.9% | -246.1% | -46.9% |
| 10Y | -39.0% | +826.4% | -865.4% | -52.9% |
| All | -39.0% | +837.6% | -876.5% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling