+39.9%
CMS vs FN
+80.0%
-40.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.2% | +13.8% | -0.7% |
| 7D | +1.7% | -16.0% | +17.6% | +1.4% |
| 30D | +8.6% | -40.1% | +48.7% | +7.8% |
| 3M | -0.5% | -43.9% | +43.4% | -1.3% |
| 6M | -4.2% | -55.6% | +51.5% | -5.1% |
| YTD | +3.4% | -35.7% | +39.1% | +3.2% |
| 1Y | +0.4% | -39.8% | +40.3% | +0.1% |
| All | +39.9% | +80.0% | -40.1% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling