-39.3%
FND vs CAI
-31.3%
-8.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -5.2% | -2.2% | -3.0% | -4.9% |
| 30D | -19.9% | +52.4% | -72.3% | -25.5% |
| 3M | +2.7% | +45.1% | -42.4% | -3.7% |
| 6M | -21.7% | +26.2% | -47.9% | -26.2% |
| YTD | -17.5% | -7.1% | -10.4% | -20.3% |
| 1Y | -39.3% | -31.0% | -8.3% | -40.0% |
| All | -39.3% | -31.3% | -8.0% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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