+3,078.0%
FN vs CP
+877.8%
+2,200.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.5% | -9.5% | -7.7% |
| 7D | -7.0% | +5.6% | -12.6% | -9.8% |
| 30D | -24.7% | +10.0% | -34.8% | -28.8% |
| 3M | -35.7% | +4.4% | -40.1% | -37.6% |
| 6M | -52.4% | +14.1% | -66.5% | -56.2% |
| YTD | -25.0% | +29.1% | -54.0% | -35.6% |
| 1Y | -25.7% | +34.6% | -60.2% | -37.5% |
| 3Y | +110.2% | +29.8% | +80.5% | +77.3% |
| 5Y | +192.3% | +28.7% | +163.7% | +144.2% |
| 10Y | +812.3% | +267.3% | +544.9% | +328.1% |
| All | +3,078.0% | +877.8% | +2,200.3% | +613.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling