+30.2%
CCL vs FN
+206.7%
-176.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.9% | -7.7% | +0.9% |
| 7D | +3.1% | +16.3% | -13.2% | -2.3% |
| 30D | +17.5% | -24.7% | +42.3% | +25.3% |
| 3M | +6.8% | -34.9% | +41.7% | +17.3% |
| 6M | +18.7% | -41.1% | +59.8% | +30.2% |
| 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% | +41.2% |
| 5Y | +30.2% | +206.9% | -176.8% | -51.2% |
| All | +30.2% | +206.7% | -176.5% | -51.2% |
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