-25.7%
FN vs CP
+35.2%
-60.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.5% | -9.5% | -6.3% |
| 7D | -7.0% | +5.6% | -12.6% | -7.6% |
| 30D | -24.7% | +10.0% | -34.8% | -26.0% |
| 3M | -35.7% | +4.4% | -40.1% | -35.7% |
| 6M | -52.4% | +14.1% | -66.5% | -54.6% |
| YTD | -25.0% | +29.1% | -54.0% | -29.5% |
| 1Y | -25.7% | +34.6% | -60.2% | -33.1% |
| All | -25.7% | +35.2% | -60.9% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling