-45.3%
CAG vs FND
+56.5%
-101.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -5.7% | -5.8% | +0.1% | -5.2% |
| 30D | -2.4% | -20.2% | +17.8% | -0.6% |
| 3M | +9.8% | -12.0% | +21.7% | +10.8% |
| 6M | -10.8% | -18.5% | +7.7% | -9.7% |
| YTD | -10.8% | -22.3% | +11.4% | -9.5% |
| 1Y | -19.0% | -47.6% | +28.7% | -15.2% |
| 3Y | -39.7% | -49.8% | +10.1% | -37.6% |
| 5Y | -43.0% | -63.0% | +20.0% | -40.7% |
| All | -45.3% | +56.5% | -101.8% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling