+70.0%
CNP vs FN
+148.3%
-78.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -14.2% | +11.6% | -2.3% |
| 7D | -5.3% | -16.0% | +10.7% | -5.0% |
| 30D | +3.7% | -40.1% | +43.8% | +4.6% |
| 3M | -1.1% | -43.9% | +42.8% | -0.1% |
| 6M | -7.1% | -55.6% | +48.5% | -5.9% |
| YTD | +6.0% | -35.7% | +41.7% | +5.9% |
| 1Y | +5.2% | -39.8% | +45.0% | +5.1% |
| 3Y | +57.5% | +80.3% | -22.7% | +44.6% |
| 5Y | +70.0% | +143.3% | -73.3% | +45.2% |
| All | +70.0% | +148.3% | -78.3% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling