+121.7%
CMS vs FN
+753.0%
-631.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.7% | -13.8% | -2.3% |
| 7D | -1.3% | 0.0% | -1.3% | -1.4% |
| 30D | +6.3% | -34.3% | +40.6% | +7.2% |
| 3M | -2.1% | -39.9% | +37.8% | -1.1% |
| 6M | -5.1% | -51.8% | +46.7% | -3.8% |
| YTD | +1.3% | -28.1% | +29.4% | +1.0% |
| 1Y | -1.4% | -29.1% | +27.7% | -1.7% |
| 3Y | +36.9% | +102.4% | -65.5% | +28.3% |
| 5Y | +32.5% | +171.7% | -139.1% | +20.5% |
| All | +121.7% | +753.0% | -631.3% | +91.6% |
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