+19.6%
CME vs FN
-25.7%
+45.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +1.1% |
| 7D | +4.8% | -7.0% | +11.8% | +4.6% |
| 30D | +14.2% | -24.7% | +38.9% | +13.2% |
| 3M | +17.9% | -35.7% | +53.6% | +16.4% |
| 6M | +7.2% | -52.4% | +59.7% | +5.6% |
| YTD | +16.7% | -25.0% | +41.7% | +17.5% |
| 1Y | +19.6% | -25.7% | +45.2% | +20.8% |
| All | +19.6% | -25.7% | +45.3% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling