-2.6%
CNC vs FN
+111.9%
-114.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.5% |
| 7D | -5.3% | +20.8% | -26.0% | -4.2% |
| 30D | +2.0% | -17.3% | +19.3% | +1.6% |
| 3M | +4.8% | -38.1% | +42.9% | +3.5% |
| 6M | +18.5% | -44.2% | +62.7% | +16.7% |
| YTD | +70.8% | -22.3% | +93.0% | +70.7% |
| 1Y | +94.1% | -20.9% | +115.0% | +94.1% |
| All | -2.6% | +111.9% | -114.5% | +1.7% |
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 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