+3,078.0%
FN vs CF
+1,140.9%
+1,937.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.6% | -5.0% |
| 7D | -7.0% | -6.9% | -0.1% | -5.7% |
| 30D | -24.7% | -3.7% | -21.0% | -24.4% |
| 3M | -35.7% | -5.0% | -30.7% | -35.7% |
| 6M | -52.4% | -10.5% | -41.9% | -52.1% |
| YTD | -25.0% | +46.5% | -71.5% | -35.0% |
| 1Y | -25.7% | +34.8% | -60.5% | -34.3% |
| 3Y | +110.2% | +46.7% | +63.5% | +76.4% |
| 5Y | +192.3% | +112.0% | +80.3% | +107.8% |
| 10Y | +812.3% | +529.7% | +282.6% | +328.7% |
| All | +3,078.0% | +1,140.9% | +1,937.1% | +1,044.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling