+100.0%
CNC vs FN
+899.8%
-799.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -1.7% |
| 7D | +3.5% | -1.7% | +5.2% | +3.7% |
| 30D | +0.1% | -22.0% | +22.1% | +1.9% |
| 3M | +6.9% | -43.0% | +49.9% | +11.5% |
| 6M | +49.0% | -27.7% | +76.8% | +50.0% |
| YTD | +62.9% | -10.5% | +73.4% | +59.0% |
| 1Y | +134.0% | +12.5% | +121.5% | +120.7% |
| 3Y | +9.4% | +153.8% | -144.4% | -14.6% |
| 5Y | +4.1% | +288.0% | -283.9% | -29.0% |
| All | +100.0% | +899.8% | -799.8% | +5.0% |
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