+18.8%
CI vs FN
-36.4%
+55.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.2% | +13.0% | -1.7% |
| 7D | +1.0% | -16.0% | +17.0% | +0.6% |
| 30D | +9.9% | -40.1% | +50.0% | +8.8% |
| 3M | +12.1% | -43.9% | +56.0% | +11.1% |
| 6M | +10.6% | -55.6% | +66.2% | +9.7% |
| YTD | +11.4% | -35.7% | +47.0% | +9.2% |
| 1Y | +18.8% | -39.8% | +58.6% | +16.4% |
| All | +18.8% | -36.4% | +55.2% | +16.4% |
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