+63.9%
CME vs FN
+80.0%
-16.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.2% | +13.9% | -0.9% |
| 7D | +3.7% | -16.0% | +19.6% | +3.0% |
| 30D | +13.7% | -40.1% | +53.8% | +11.8% |
| 3M | +16.6% | -43.9% | +60.5% | +14.6% |
| 6M | +8.2% | -55.6% | +63.8% | +6.1% |
| YTD | +16.3% | -35.7% | +52.0% | +15.9% |
| 1Y | +19.1% | -39.8% | +58.9% | +18.5% |
| All | +63.9% | +80.0% | -16.1% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling