+47.7%
CI vs FN
+170.4%
-122.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.7% | -14.3% | -2.6% |
| 7D | -1.6% | 0.0% | -1.5% | -1.5% |
| 30D | +5.4% | -34.3% | +39.7% | +5.7% |
| 3M | +7.3% | -39.9% | +47.1% | +7.6% |
| 6M | +5.3% | -51.8% | +57.1% | +5.9% |
| YTD | +8.5% | -28.1% | +36.6% | +7.9% |
| 1Y | +17.1% | -29.1% | +46.2% | +16.5% |
| 3Y | +1.4% | +102.4% | -101.0% | -5.8% |
| All | +47.7% | +170.4% | -122.7% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling