+1.4%
CCL vs FN
+289.0%
-287.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.8% |
| 7D | -5.0% | -1.7% | -3.4% | -4.6% |
| 30D | -20.3% | -22.0% | +1.6% | -15.4% |
| 3M | -15.1% | -43.0% | +27.9% | -2.7% |
| 6M | -15.1% | -27.7% | +12.6% | -12.0% |
| YTD | -21.8% | -10.5% | -11.3% | -26.2% |
| 1Y | -24.8% | +12.5% | -37.3% | -35.9% |
| 3Y | +51.9% | +153.8% | -101.9% | -18.2% |
| All | +1.4% | +289.0% | -287.6% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling