+115.4%
CMS vs FN
+900.0%
-784.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | +0.4% | -1.7% | +2.0% | +0.4% |
| 30D | -3.6% | -22.0% | +18.4% | -3.0% |
| 3M | -1.9% | -43.0% | +41.1% | -0.6% |
| 6M | -11.0% | -27.7% | +16.8% | -10.7% |
| YTD | +0.2% | -10.5% | +10.7% | -0.4% |
| 1Y | -1.3% | +12.5% | -13.8% | -2.8% |
| 3Y | +35.9% | +153.8% | -117.9% | +26.2% |
| 5Y | +23.1% | +288.0% | -264.9% | +9.7% |
| All | +115.4% | +900.0% | -784.6% | +79.6% |
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