+84.9%
CL vs FN
+772.0%
-687.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +4.9% | +0.2% |
| 7D | +2.6% | -4.1% | +6.7% | +2.6% |
| 30D | +11.8% | -28.3% | +40.1% | +12.1% |
| 3M | +5.9% | -33.9% | +39.8% | +6.3% |
| 6M | +13.3% | -43.9% | +57.2% | +13.8% |
| YTD | +27.1% | -23.4% | +50.6% | +26.3% |
| 1Y | +28.0% | -25.4% | +53.4% | +27.2% |
| 3Y | +39.4% | +107.9% | -68.5% | +28.8% |
| 5Y | +40.8% | +195.1% | -154.3% | +24.4% |
| 10Y | +84.9% | +794.1% | -709.2% | +48.7% |
| All | +84.9% | +772.0% | -687.1% | +48.7% |
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