+23.1%
CCL vs FN
+2,575.5%
-2,552.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -14.2% | +8.7% | -2.1% |
| 7D | +2.6% | -16.0% | +18.6% | +6.1% |
| 30D | +11.3% | -40.1% | +51.4% | +24.3% |
| 3M | +0.3% | -43.9% | +44.2% | +12.5% |
| 6M | +16.1% | -55.6% | +71.8% | +34.8% |
| YTD | -1.6% | -35.7% | +34.1% | +1.7% |
| 1Y | +11.8% | -39.8% | +51.6% | +16.6% |
| 3Y | +139.6% | +80.3% | +59.3% | +77.2% |
| 5Y | +21.3% | +143.3% | -122.0% | -18.4% |
| 10Y | -29.8% | +682.3% | -712.1% | -62.3% |
| All | +23.1% | +2,575.5% | -2,552.4% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling