+3,689.8%
FN vs CP
+846.6%
+2,843.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | -1.7% | -2.7% | +1.0% | -0.3% |
| 30D | -22.0% | +0.2% | -22.2% | -22.1% |
| 3M | -43.0% | +2.6% | -45.6% | -44.1% |
| 6M | -27.7% | +6.0% | -33.7% | -30.3% |
| YTD | -10.5% | +24.9% | -35.5% | -21.3% |
| 1Y | +12.5% | +20.1% | -7.6% | +0.9% |
| 3Y | +153.8% | +16.4% | +137.4% | +128.3% |
| 5Y | +288.0% | +31.7% | +256.3% | +221.9% |
| 10Y | +906.4% | +223.9% | +682.6% | +406.8% |
| All | +3,689.8% | +846.6% | +2,843.1% | +771.5% |
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 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