+842.5%
CI vs FN
+3,620.5%
-2,778.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.6% |
| 7D | +1.3% | -1.7% | +3.0% | +1.5% |
| 30D | +4.4% | -22.0% | +26.4% | +6.6% |
| 3M | +0.7% | -43.0% | +43.7% | +5.4% |
| 6M | +0.3% | -27.7% | +28.1% | +1.4% |
| YTD | +3.8% | -10.5% | +14.3% | +1.8% |
| 1Y | -5.5% | +12.5% | -18.0% | -10.3% |
| 3Y | +8.1% | +153.8% | -145.7% | -12.2% |
| 5Y | +42.8% | +288.0% | -245.2% | +5.7% |
| 10Y | +143.9% | +906.4% | -762.5% | +52.2% |
| All | +842.5% | +3,620.5% | -2,778.1% | +354.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling