-38.9%
CAG vs FN
+170.4%
-209.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.4% | -0.9% |
| 7D | +5.8% | 0.0% | +5.9% | +6.1% |
| 30D | +16.4% | -34.3% | +50.7% | +14.2% |
| 3M | +3.8% | -39.9% | +43.7% | +1.7% |
| 6M | +10.8% | -51.8% | +62.7% | +8.0% |
| YTD | -5.8% | -28.1% | +22.3% | -6.2% |
| 1Y | -2.4% | -29.1% | +26.7% | -2.7% |
| 3Y | -33.4% | +102.4% | -135.9% | -33.4% |
| All | -38.9% | +170.4% | -209.2% | -42.4% |
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