+73.1%
CME vs FN
+169.4%
-96.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.1% | +0.7% |
| 7D | +3.9% | +0.3% | +3.7% | +4.0% |
| 30D | +11.3% | -16.5% | +27.9% | +11.2% |
| 3M | +19.6% | -42.1% | +61.7% | +19.2% |
| 6M | +8.1% | -52.9% | +61.0% | +7.9% |
| YTD | +20.4% | -28.0% | +48.4% | +20.1% |
| 1Y | +16.5% | -18.5% | +35.0% | +16.1% |
| 3Y | +66.4% | +93.9% | -27.4% | +59.3% |
| All | +73.1% | +169.4% | -96.4% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling