-42.8%
CAG vs FND
+58.4%
-101.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.0% |
| 7D | -5.3% | +0.4% | -5.7% | -5.3% |
| 30D | +1.0% | -23.6% | +24.6% | +3.2% |
| 3M | +17.4% | +4.3% | +13.0% | +16.7% |
| 6M | -16.8% | -20.3% | +3.5% | -15.6% |
| YTD | -6.8% | -21.3% | +14.5% | -5.5% |
| 1Y | -15.4% | -45.4% | +30.0% | -11.8% |
| 3Y | -37.1% | -48.9% | +11.8% | -35.0% |
| 5Y | -41.3% | -61.0% | +19.8% | -39.2% |
| All | -42.8% | +58.4% | -101.2% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling