+808.4%
CME vs FN
+3,620.5%
-2,812.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.5% |
| 7D | -1.6% | -1.7% | +0.1% | -1.5% |
| 30D | +6.2% | -22.0% | +28.2% | +7.9% |
| 3M | +10.4% | -43.0% | +53.4% | +14.3% |
| 6M | -9.5% | -27.7% | +18.2% | -8.8% |
| YTD | +6.0% | -10.5% | +16.5% | +4.5% |
| 1Y | +9.3% | +12.5% | -3.2% | +5.0% |
| 3Y | +57.7% | +153.8% | -96.1% | +34.2% |
| 5Y | +77.7% | +288.0% | -210.3% | +40.5% |
| 10Y | +281.2% | +906.4% | -625.2% | +160.8% |
| All | +808.4% | +3,620.5% | -2,812.2% | +457.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling