-28.5%
CCL vs FN
+837.6%
-866.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.9% | -7.7% | +0.5% |
| 7D | +3.1% | +16.3% | -13.2% | -3.0% |
| 30D | +17.5% | -24.7% | +42.3% | +26.0% |
| 3M | +6.8% | -34.9% | +41.7% | +18.3% |
| 6M | +18.7% | -41.1% | +59.8% | +31.1% |
| YTD | +3.0% | -19.6% | +22.7% | -1.7% |
| 1Y | +17.7% | -18.5% | +36.2% | +10.7% |
| 3Y | +155.6% | +119.1% | +36.5% | +46.4% |
| 5Y | +30.2% | +206.9% | -176.8% | -38.3% |
| 10Y | -28.5% | +826.4% | -854.9% | -75.4% |
| All | -28.5% | +837.6% | -866.1% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling