-35.5%
FND vs CAI
-11.0%
-24.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.2% |
| 7D | -0.8% | -3.1% | +2.3% | -0.3% |
| 30D | -19.6% | +2.7% | -22.3% | -20.1% |
| 3M | -4.3% | +41.7% | -46.0% | -10.4% |
| 6M | -20.4% | +26.5% | -46.9% | -25.0% |
| YTD | -21.9% | -10.9% | -10.9% | -23.0% |
| 1Y | -45.2% | -29.2% | -16.0% | -43.9% |
| All | -35.5% | -11.0% | -24.5% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling