-37.9%
CAG vs FN
+800.2%
-838.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.9% | -8.2% | -2.3% |
| 7D | -1.8% | +8.0% | -9.8% | -1.6% |
| 30D | +9.7% | -19.1% | +28.8% | +9.9% |
| 3M | +0.5% | -29.8% | +30.3% | +0.7% |
| 6M | +8.9% | -43.2% | +52.1% | +9.3% |
| YTD | -8.4% | -18.9% | +10.6% | -9.0% |
| 1Y | -8.3% | -17.9% | +9.6% | -9.0% |
| 3Y | -36.1% | +120.1% | -156.2% | -41.1% |
| 5Y | -40.1% | +206.7% | -246.8% | -47.5% |
| All | -37.9% | +800.2% | -838.1% | -51.0% |
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