+691.5%
CMS vs FN
+2,575.5%
-1,884.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.2% | +13.8% | +0.1% |
| 7D | +1.7% | -16.0% | +17.6% | +2.2% |
| 30D | +8.6% | -40.1% | +48.7% | +10.6% |
| 3M | -0.5% | -43.9% | +43.4% | +1.4% |
| 6M | -4.2% | -55.6% | +51.5% | -1.8% |
| YTD | +3.4% | -35.7% | +39.1% | +3.7% |
| 1Y | +0.4% | -39.8% | +40.3% | +0.9% |
| 3Y | +38.2% | +80.3% | -42.1% | +28.3% |
| 5Y | +35.4% | +143.3% | -107.9% | +21.9% |
| 10Y | +131.7% | +682.3% | -550.6% | +90.2% |
| All | +691.5% | +2,575.5% | -1,884.0% | +487.7% |
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