-2.9%
CNC vs FN
+101.0%
-103.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +11.7% | -17.6% | -5.4% |
| 7D | +1.9% | 0.0% | +1.9% | +2.1% |
| 30D | +7.3% | -34.3% | +41.6% | +5.7% |
| 3M | +8.6% | -39.9% | +48.5% | +7.0% |
| 6M | +26.0% | -51.8% | +77.9% | +23.2% |
| YTD | +69.5% | -28.1% | +97.6% | +68.7% |
| 1Y | +88.0% | -29.1% | +117.1% | +86.9% |
| 3Y | -2.9% | +102.4% | -105.4% | +1.9% |
| All | -2.9% | +101.0% | -103.9% | +1.9% |
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