+924.5%
CI vs FN
+3,020.0%
-2,095.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.0% | +9.3% | +3.9% |
| 7D | +3.5% | -7.0% | +10.5% | +4.0% |
| 30D | +12.6% | -24.7% | +37.3% | +15.1% |
| 3M | +12.1% | -35.7% | +47.7% | +15.8% |
| 6M | +10.6% | -52.4% | +63.0% | +16.6% |
| YTD | +12.8% | -25.0% | +37.8% | +11.8% |
| 1Y | +18.0% | -25.7% | +43.7% | +16.5% |
| 3Y | +4.2% | +110.2% | -106.0% | -14.2% |
| 5Y | +57.2% | +192.3% | -135.1% | +19.8% |
| 10Y | +179.3% | +812.3% | -632.9% | +74.7% |
| All | +924.5% | +3,020.0% | -2,095.5% | +398.5% |
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 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