+12.5%
FN vs CAI
-31.3%
+43.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | -1.7% | -2.2% | +0.5% | -1.4% |
| 30D | -22.0% | +52.4% | -74.4% | -26.9% |
| 3M | -43.0% | +45.1% | -88.1% | -46.3% |
| 6M | -27.7% | +26.2% | -54.0% | -30.8% |
| YTD | -10.5% | -7.1% | -3.4% | -8.0% |
| 1Y | +12.5% | -31.0% | +43.5% | +23.2% |
| All | +12.5% | -31.3% | +43.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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