+55.4%
CCL vs FN
+158.4%
-103.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.6% |
| 7D | -5.0% | -1.7% | -3.4% | -4.7% |
| 30D | -20.3% | -22.0% | +1.6% | -16.6% |
| 3M | -15.1% | -43.0% | +27.9% | -5.6% |
| 6M | -15.1% | -27.7% | +12.6% | -12.6% |
| YTD | -21.8% | -10.5% | -11.3% | -25.1% |
| 1Y | -24.8% | +12.5% | -37.3% | -33.4% |
| All | +55.4% | +158.4% | -103.0% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling