+40.7%
CL vs FN
+80.0%
-39.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.2% | +14.2% | -1.1% |
| 7D | +5.9% | -16.0% | +21.9% | +4.9% |
| 30D | +13.8% | -40.1% | +53.9% | +10.4% |
| 3M | +6.4% | -43.9% | +50.3% | +3.2% |
| 6M | +15.6% | -55.6% | +71.3% | +11.2% |
| YTD | +27.9% | -35.7% | +63.5% | +26.7% |
| 1Y | +31.4% | -39.8% | +71.2% | +30.0% |
| All | +40.7% | +80.0% | -39.4% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling