-41.0%
CAG vs FN
+169.4%
-210.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +0.7% |
| 7D | -3.3% | +0.3% | -3.6% | -3.2% |
| 30D | +7.7% | -16.5% | +24.2% | +7.1% |
| 3M | -3.2% | -42.1% | +38.9% | -5.2% |
| 6M | +7.0% | -52.9% | +59.8% | +4.2% |
| YTD | -9.0% | -28.0% | +19.0% | -9.3% |
| 1Y | -9.6% | -18.5% | +8.9% | -9.4% |
| 3Y | -36.0% | +93.9% | -129.9% | -35.8% |
| All | -41.0% | +169.4% | -210.4% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling