+102.4%
FN vs CG
+47.3%
+55.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.3% | +12.0% |
| 7D | 0.0% | -1.2% | +1.1% | +0.7% |
| 30D | -34.3% | +5.0% | -39.3% | -36.3% |
| 3M | -39.9% | -18.2% | -21.7% | -33.4% |
| 6M | -51.8% | -20.7% | -31.1% | -46.0% |
| YTD | -28.1% | -31.4% | +3.3% | -13.2% |
| 1Y | -29.1% | -22.3% | -6.8% | -20.7% |
| 3Y | +102.4% | +50.2% | +52.3% | +44.2% |
| All | +102.4% | +47.3% | +55.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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