-4.7%
CMS vs FN
-52.5%
+47.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +1.1% |
| 7D | +4.1% | -7.0% | +11.0% | +3.8% |
| 30D | +10.9% | -24.7% | +35.6% | +10.3% |
| 3M | -0.2% | -35.7% | +35.4% | -1.0% |
| 6M | -4.7% | -52.4% | +47.7% | -5.2% |
| All | -4.7% | -52.5% | +47.7% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling