+289.3%
FN vs CF
+227.0%
+62.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.4% | +3.2% |
| 7D | -1.7% | +6.0% | -7.7% | -1.8% |
| 30D | -22.0% | +14.8% | -36.8% | -22.2% |
| 3M | -43.0% | +14.1% | -57.1% | -43.2% |
| 6M | -27.7% | +28.5% | -56.3% | -29.4% |
| YTD | -10.5% | +74.9% | -85.5% | -15.4% |
| 1Y | +12.5% | +61.7% | -49.2% | +7.0% |
| 3Y | +153.8% | +80.3% | +73.5% | +133.9% |
| All | +289.3% | +227.0% | +62.3% | +221.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling