-15.4%
CAG vs FN
+11.2%
-26.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.2% |
| 7D | -5.3% | +3.5% | -8.8% | -4.9% |
| 30D | +1.0% | -26.0% | +27.0% | -1.6% |
| 3M | +17.4% | -33.3% | +50.6% | +13.9% |
| 6M | -16.8% | -14.9% | -1.9% | -16.7% |
| YTD | -6.8% | -8.6% | +1.8% | -5.1% |
| 1Y | -15.4% | +12.3% | -27.7% | -9.9% |
| All | -15.4% | +11.2% | -26.5% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling