-10.2%
CAG vs FN
-21.9%
+11.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -2.4% |
| 7D | -6.2% | +20.8% | -27.0% | -3.7% |
| 30D | +7.4% | -17.3% | +24.7% | +6.6% |
| 3M | -1.6% | -38.1% | +36.5% | -4.4% |
| 6M | +6.3% | -44.2% | +50.6% | +3.1% |
| YTD | -10.1% | -22.3% | +12.2% | -9.3% |
| 1Y | -10.2% | -20.9% | +10.7% | -9.6% |
| All | -10.2% | -21.9% | +11.7% | -9.6% |
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