+10.8%
CAG vs FN
-52.0%
+62.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.4% | +0.2% |
| 7D | +5.8% | 0.0% | +5.9% | +6.4% |
| 30D | +16.4% | -34.3% | +50.7% | +11.8% |
| 3M | +3.8% | -39.9% | +43.7% | -0.3% |
| 6M | +10.8% | -51.8% | +62.7% | +3.4% |
| All | +10.8% | -52.0% | +62.8% | +3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling