+23.2%
FN vs CAI
-6.6%
+29.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.1% | +14.7% | +12.0% |
| 7D | 0.0% | -26.5% | +26.5% | +2.9% |
| 30D | -34.3% | -6.9% | -27.4% | -32.8% |
| 3M | -39.9% | +26.1% | -66.0% | -40.6% |
| 6M | -51.8% | +31.9% | -83.7% | -52.7% |
| YTD | -28.1% | -6.5% | -21.7% | -27.7% |
| 1Y | -29.1% | +2.5% | -31.6% | -28.9% |
| All | +23.2% | -6.6% | +29.7% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling