+328.9%
CME vs FN
+753.0%
-424.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -0.9% |
| 7D | +0.9% | 0.0% | +1.0% | +0.8% |
| 30D | +13.2% | -34.3% | +47.5% | +15.0% |
| 3M | +16.3% | -39.9% | +56.1% | +18.4% |
| 6M | +7.1% | -51.8% | +59.0% | +9.9% |
| YTD | +15.8% | -28.1% | +44.0% | +15.2% |
| 1Y | +17.1% | -29.1% | +46.2% | +16.2% |
| 3Y | +63.2% | +102.4% | -39.3% | +42.4% |
| 5Y | +70.2% | +171.7% | -101.4% | +39.4% |
| All | +328.9% | +753.0% | -424.1% | +202.5% |
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 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