+111.4%
FN vs CF
+47.5%
+63.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.6% | -6.6% |
| 7D | -7.0% | -6.9% | -0.1% | -7.9% |
| 30D | -24.7% | -3.7% | -21.0% | -25.0% |
| 3M | -35.7% | -5.0% | -30.7% | -35.9% |
| 6M | -52.4% | -10.5% | -41.9% | -52.9% |
| YTD | -25.0% | +46.5% | -71.5% | -27.5% |
| 1Y | -25.7% | +34.8% | -60.5% | -27.7% |
| All | +111.4% | +47.5% | +63.9% | +87.3% |
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