+110.5%
CI vs FND
+76.3%
+34.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.1% |
| 7D | +0.1% | +8.5% | -8.4% | -1.1% |
| 30D | +4.7% | +17.2% | -12.5% | +2.1% |
| 3M | +5.2% | -14.9% | +20.2% | +7.4% |
| 6M | +3.8% | +3.1% | +0.7% | +2.1% |
| YTD | +9.2% | -12.4% | +21.6% | +9.4% |
| 1Y | +14.3% | -10.0% | +24.3% | +13.8% |
| 3Y | +8.4% | -31.3% | +39.8% | +9.3% |
| 5Y | +50.0% | -60.3% | +110.4% | +61.1% |
| All | +110.5% | +76.3% | +34.2% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling