+165.7%
CI vs FN
+663.9%
-498.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.2% | +13.0% | -0.3% |
| 7D | +1.0% | -16.0% | +17.0% | +2.1% |
| 30D | +9.9% | -40.1% | +50.0% | +13.7% |
| 3M | +12.1% | -43.9% | +56.0% | +16.1% |
| 6M | +10.6% | -55.6% | +66.2% | +16.0% |
| YTD | +11.4% | -35.7% | +47.0% | +11.3% |
| 1Y | +18.8% | -39.8% | +58.6% | +19.1% |
| 3Y | +2.9% | +80.3% | -77.4% | -15.1% |
| 5Y | +54.5% | +143.3% | -88.8% | +16.4% |
| All | +165.7% | +663.9% | -498.2% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling