+53.4%
FN vs CAI
-7.1%
+60.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.2% |
| 7D | -1.7% | -2.2% | +0.5% | -1.5% |
| 30D | -22.0% | +52.4% | -74.4% | -25.3% |
| 3M | -43.0% | +45.1% | -88.1% | -45.2% |
| 6M | -27.7% | +26.2% | -54.0% | -29.9% |
| YTD | -10.5% | -7.1% | -3.4% | -10.9% |
| 1Y | +12.5% | -31.0% | +43.5% | +9.9% |
| All | +53.4% | -7.1% | +60.6% | +52.3% |
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