+18.0%
CI vs FN
-25.7%
+43.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.0% | +9.3% | +3.2% |
| 7D | +3.5% | -7.0% | +10.5% | +3.3% |
| 30D | +12.6% | -24.7% | +37.3% | +12.0% |
| 3M | +12.1% | -35.7% | +47.7% | +11.4% |
| 6M | +10.6% | -52.4% | +63.0% | +10.1% |
| YTD | +12.8% | -25.0% | +37.8% | +11.3% |
| 1Y | +18.0% | -25.7% | +43.7% | +17.0% |
| All | +18.0% | -25.7% | +43.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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