-30.8%
CCL vs FN
+753.0%
-783.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.2% | -3.1% |
| 7D | +3.1% | 0.0% | +3.2% | +1.8% |
| 30D | +13.7% | -34.3% | +48.0% | +27.3% |
| 3M | +3.8% | -39.9% | +43.7% | +17.9% |
| 6M | +9.3% | -51.8% | +61.1% | +28.9% |
| YTD | -1.1% | -28.1% | +27.1% | -2.1% |
| 1Y | +14.6% | -29.1% | +43.6% | +12.7% |
| 3Y | +146.4% | +102.4% | +44.0% | +44.3% |
| 5Y | +21.9% | +171.7% | -149.8% | -40.0% |
| All | -30.8% | +753.0% | -783.8% | -75.5% |
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