-36.0%
CAG vs FN
+96.4%
-132.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +0.5% |
| 7D | -3.3% | +0.3% | -3.6% | -3.2% |
| 30D | +7.7% | -16.5% | +24.2% | +6.8% |
| 3M | -3.2% | -42.1% | +38.9% | -6.5% |
| 6M | +7.0% | -52.9% | +59.8% | +2.4% |
| YTD | -9.0% | -28.0% | +19.0% | -8.9% |
| 1Y | -9.6% | -18.5% | +8.9% | -8.4% |
| 3Y | -36.0% | +93.9% | -129.9% | -32.1% |
| All | -36.0% | +96.4% | -132.4% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling