+10.3%
FN vs CAI
-3.6%
+13.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -21.6% | +7.4% | -12.1% |
| 7D | -16.0% | -28.0% | +12.0% | -13.5% |
| 30D | -40.1% | -5.2% | -34.9% | -38.9% |
| 3M | -43.9% | +58.2% | -102.1% | -45.8% |
| 6M | -55.6% | +37.4% | -93.0% | -56.7% |
| YTD | -35.7% | -3.5% | -32.1% | -35.4% |
| 1Y | -39.8% | -10.9% | -28.9% | -39.5% |
| All | +10.3% | -3.6% | +13.9% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling