+21.3%
CCL vs FN
+148.3%
-127.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -14.2% | +8.7% | -1.6% |
| 7D | +2.6% | -16.0% | +18.6% | +6.6% |
| 30D | +11.3% | -40.1% | +51.4% | +26.8% |
| 3M | +0.3% | -43.9% | +44.2% | +14.8% |
| 6M | +16.1% | -55.6% | +71.8% | +38.5% |
| YTD | -1.6% | -35.7% | +34.1% | +0.1% |
| 1Y | +11.8% | -39.8% | +51.6% | +15.3% |
| 3Y | +139.6% | +80.3% | +59.3% | +39.1% |
| 5Y | +21.3% | +143.3% | -122.0% | -50.9% |
| All | +21.3% | +148.3% | -127.0% | -50.9% |
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 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