+54.5%
CI vs FN
+148.3%
-93.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.2% | +13.0% | -1.3% |
| 7D | +1.0% | -16.0% | +17.0% | +1.0% |
| 30D | +9.9% | -40.1% | +50.0% | +10.1% |
| 3M | +12.1% | -43.9% | +56.0% | +12.4% |
| 6M | +10.6% | -55.6% | +66.2% | +11.2% |
| YTD | +11.4% | -35.7% | +47.0% | +10.8% |
| 1Y | +18.8% | -39.8% | +58.6% | +18.3% |
| 3Y | +2.9% | +80.3% | -77.4% | -4.3% |
| 5Y | +54.5% | +143.3% | -88.8% | +34.1% |
| All | +54.5% | +148.3% | -93.8% | +34.1% |
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