+33.2%
FN vs CAI
-11.3%
+44.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.9% |
| 7D | +20.8% | -8.0% | +28.7% | +21.8% |
| 30D | -17.3% | -18.9% | +1.6% | -14.7% |
| 3M | -38.1% | +7.6% | -45.8% | -37.8% |
| 6M | -44.2% | +43.0% | -87.2% | -45.8% |
| YTD | -22.3% | -11.2% | -11.1% | -21.3% |
| 1Y | -20.9% | -3.3% | -17.7% | -20.2% |
| All | +33.2% | -11.3% | +44.5% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling