+160.3%
FN vs CF
+73.9%
+86.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.4% | +2.8% |
| 7D | -1.7% | +6.0% | -7.7% | -1.2% |
| 30D | -22.0% | +14.8% | -36.8% | -21.0% |
| 3M | -43.0% | +14.1% | -57.1% | -42.4% |
| 6M | -27.7% | +28.5% | -56.3% | -27.7% |
| YTD | -10.5% | +74.9% | -85.5% | -12.8% |
| 1Y | +12.5% | +61.7% | -49.2% | +10.3% |
| All | +160.3% | +73.9% | +86.4% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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