-52.4%
FN vs COO
+4.0%
-56.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.9% | -11.9% | -2.9% |
| 7D | -7.0% | +8.4% | -15.4% | -2.8% |
| 30D | -24.7% | +13.5% | -38.2% | -19.4% |
| 3M | -35.7% | -13.8% | -21.9% | -42.9% |
| 6M | -52.4% | +4.7% | -57.1% | -48.6% |
| All | -52.4% | +4.0% | -56.4% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 6mo: compounded portfolio wealth divided by compounded COO 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…
6mo analysis · Full analysis span regression · 6 months rolling