+143.3%
FN vs CG
-21.0%
+164.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -6.5% | -7.7% | -11.0% |
| 7D | -16.0% | -1.5% | -14.5% | -15.2% |
| 30D | -40.1% | +2.8% | -42.9% | -41.1% |
| 3M | -43.9% | -19.2% | -24.6% | -38.2% |
| 6M | -55.6% | -21.0% | -34.7% | -50.9% |
| YTD | -35.7% | -31.0% | -4.7% | -24.5% |
| 1Y | -39.8% | -21.1% | -18.8% | -34.0% |
| 3Y | +80.3% | +48.8% | +31.5% | +45.9% |
| 5Y | +143.3% | -21.5% | +164.8% | +137.7% |
| All | +143.3% | -21.0% | +164.3% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling