+123.9%
CNC vs FN
+11.2%
+112.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -3.6% |
| 7D | -1.0% | +3.5% | -4.5% | -0.9% |
| 30D | -1.8% | -26.0% | +24.2% | -2.7% |
| 3M | -0.7% | -33.3% | +32.6% | -2.5% |
| 6M | +47.9% | -14.9% | +62.9% | +47.4% |
| YTD | +56.9% | -8.6% | +65.5% | +57.2% |
| 1Y | +123.9% | +12.3% | +111.6% | +131.6% |
| All | +123.9% | +11.2% | +112.8% | +131.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling