+77.2%
CL vs FN
+663.9%
-586.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.2% | +14.2% | 0.0% |
| 7D | +5.9% | -16.0% | +21.9% | +6.0% |
| 30D | +13.8% | -40.1% | +53.9% | +14.2% |
| 3M | +6.4% | -43.9% | +50.3% | +6.8% |
| 6M | +15.6% | -55.6% | +71.3% | +16.4% |
| YTD | +27.9% | -35.7% | +63.5% | +27.2% |
| 1Y | +31.4% | -39.8% | +71.2% | +30.8% |
| 3Y | +41.4% | +80.3% | -38.9% | +30.2% |
| 5Y | +42.8% | +143.3% | -100.5% | +26.2% |
| All | +77.2% | +663.9% | -586.7% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling