+2,535.2%
FN vs CG
+351.2%
+2,184.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.8% | +3.8% |
| 7D | -1.7% | -4.3% | +2.6% | 0.0% |
| 30D | -22.0% | -5.1% | -16.9% | -20.7% |
| 3M | -43.0% | +8.7% | -51.7% | -45.2% |
| 6M | -27.7% | -9.2% | -18.5% | -25.6% |
| YTD | -10.5% | -18.9% | +8.3% | -4.3% |
| 1Y | +12.5% | -25.6% | +38.1% | +24.2% |
| 3Y | +153.8% | +57.3% | +96.5% | +110.9% |
| 5Y | +288.0% | +10.2% | +277.8% | +251.0% |
| 10Y | +906.4% | +364.2% | +542.2% | +482.3% |
| All | +2,535.2% | +351.2% | +2,184.0% | +1,349.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling