+42.5%
CI vs FND
-60.2%
+102.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | +1.3% | -5.2% | +6.5% | +1.7% |
| 30D | +4.4% | -19.9% | +24.3% | +6.1% |
| 3M | +0.7% | +2.7% | -2.1% | 0.0% |
| 6M | +0.3% | -21.7% | +22.0% | +1.8% |
| YTD | +3.8% | -17.5% | +21.3% | +4.5% |
| 1Y | -5.5% | -39.3% | +33.8% | -2.4% |
| 3Y | +8.1% | -49.8% | +57.9% | +12.0% |
| All | +42.5% | -60.2% | +102.7% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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