+3,689.8%
FN vs CF
+1,381.7%
+2,308.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.4% | +3.9% |
| 7D | -1.7% | +6.0% | -7.7% | -3.1% |
| 30D | -22.0% | +14.8% | -36.8% | -24.7% |
| 3M | -43.0% | +14.1% | -57.1% | -45.1% |
| 6M | -27.7% | +28.5% | -56.3% | -34.1% |
| YTD | -10.5% | +74.9% | -85.5% | -25.0% |
| 1Y | +12.5% | +61.7% | -49.2% | -4.2% |
| 3Y | +153.8% | +80.3% | +73.5% | +103.9% |
| 5Y | +288.0% | +226.0% | +62.0% | +146.0% |
| 10Y | +906.4% | +569.9% | +336.6% | +372.0% |
| All | +3,689.8% | +1,381.7% | +2,308.0% | +1,220.4% |
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