-35.9%
FND vs CAI
-9.9%
-26.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -5.8% | -2.9% | -2.8% | -5.3% |
| 30D | -20.2% | +9.3% | -29.6% | -21.6% |
| 3M | -12.0% | +35.2% | -47.2% | -16.8% |
| 6M | -18.5% | +30.7% | -49.2% | -23.6% |
| YTD | -22.3% | -9.8% | -12.5% | -23.5% |
| 1Y | -47.6% | -28.9% | -18.8% | -46.4% |
| All | -35.9% | -9.9% | -26.0% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling