+49.6%
CAG vs FN
+3,620.5%
-3,571.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.0% |
| 7D | -3.8% | -1.7% | -2.1% | -3.8% |
| 30D | +3.1% | -22.0% | +25.1% | +3.7% |
| 3M | +23.5% | -43.0% | +66.5% | +25.2% |
| 6M | -14.8% | -27.7% | +12.9% | -14.7% |
| YTD | -5.4% | -10.5% | +5.1% | -6.4% |
| 1Y | -11.8% | +12.5% | -24.3% | -13.8% |
| 3Y | -36.7% | +153.8% | -190.5% | -42.3% |
| 5Y | -40.3% | +288.0% | -328.3% | -48.1% |
| 10Y | -37.0% | +906.4% | -943.4% | -49.9% |
| All | +49.6% | +3,620.5% | -3,571.0% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling