-5.6%
CAG vs FND
-10.3%
+4.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +10.9% | -5.0% | +4.2% |
| 7D | +9.7% | +12.3% | -2.6% | +7.6% |
| 30D | +15.8% | +14.7% | +1.0% | +13.1% |
| 3M | +1.8% | -12.0% | +13.8% | +2.6% |
| 6M | +11.5% | +10.8% | +0.7% | +9.2% |
| YTD | -6.7% | -12.3% | +5.6% | -8.6% |
| 1Y | -5.6% | -13.4% | +7.8% | -7.6% |
| All | -5.6% | -10.3% | +4.6% | -7.6% |
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