+305.8%
CME vs FN
+850.1%
-544.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.7% | +2.0% |
| 7D | +2.5% | +8.0% | -5.5% | +2.0% |
| 30D | +13.9% | -19.1% | +33.1% | +14.8% |
| 3M | +22.4% | -29.8% | +52.2% | +23.8% |
| 6M | +12.9% | -43.2% | +56.1% | +15.0% |
| YTD | +19.6% | -18.9% | +38.6% | +18.3% |
| 1Y | +17.7% | -17.9% | +35.5% | +16.0% |
| 3Y | +65.3% | +120.1% | -54.8% | +43.8% |
| 5Y | +75.1% | +206.7% | -131.6% | +42.1% |
| 10Y | +305.8% | +804.7% | -498.9% | +177.2% |
| All | +305.8% | +850.1% | -544.3% | +177.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling