-11.8%
CAG vs FND
-36.4%
+24.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | -3.8% | -5.2% | +1.4% | -3.2% |
| 30D | +3.1% | -19.9% | +23.0% | +5.7% |
| 3M | +23.5% | +2.7% | +20.8% | +23.1% |
| 6M | -14.8% | -21.7% | +6.8% | -12.9% |
| YTD | -5.4% | -17.5% | +12.1% | -4.8% |
| 1Y | -11.8% | -39.3% | +27.5% | -8.6% |
| All | -11.8% | -36.4% | +24.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling