-21.7%
FN vs CP
+33.1%
-54.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.0% | +9.8% | +11.6% |
| 7D | +16.3% | +2.8% | +13.5% | +15.9% |
| 30D | -24.7% | +11.3% | -36.1% | -26.4% |
| 3M | -34.9% | +2.9% | -37.8% | -34.7% |
| 6M | -41.1% | +9.8% | -50.9% | -42.8% |
| YTD | -19.6% | +28.5% | -48.2% | -24.4% |
| All | -21.7% | +33.1% | -54.8% | -29.5% |
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