+900.2%
CME vs FN
+3,020.0%
-2,119.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +1.8% |
| 7D | +4.8% | -7.0% | +11.8% | +5.2% |
| 30D | +14.2% | -24.7% | +38.9% | +16.1% |
| 3M | +17.9% | -35.7% | +53.6% | +20.8% |
| 6M | +7.2% | -52.4% | +59.7% | +11.7% |
| YTD | +16.7% | -25.0% | +41.7% | +15.9% |
| 1Y | +19.6% | -25.7% | +45.2% | +18.4% |
| 3Y | +67.9% | +110.2% | -42.3% | +44.4% |
| 5Y | +72.4% | +192.3% | -119.9% | +39.4% |
| 10Y | +340.4% | +812.3% | -471.9% | +201.3% |
| All | +900.2% | +3,020.0% | -2,119.8% | +518.5% |
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