+12.5%
FN vs CP
+19.9%
-7.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | -1.7% | -2.7% | +1.0% | -0.9% |
| 30D | -22.0% | +0.2% | -22.2% | -22.0% |
| 3M | -43.0% | +2.6% | -45.6% | -43.5% |
| 6M | -27.7% | +6.0% | -33.7% | -30.6% |
| YTD | -10.5% | +24.9% | -35.5% | -15.2% |
| 1Y | +12.5% | +20.1% | -7.6% | +5.3% |
| All | +12.5% | +19.9% | -7.4% | +5.3% |
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