+30.0%
CL vs FN
+289.0%
-259.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.4% |
| 7D | -2.2% | -1.7% | -0.5% | -2.2% |
| 30D | -4.8% | -22.0% | +17.2% | -5.4% |
| 3M | +4.9% | -43.0% | +47.9% | +3.8% |
| 6M | -5.7% | -27.7% | +22.0% | -6.2% |
| YTD | +14.4% | -10.5% | +24.9% | +14.4% |
| 1Y | +8.7% | +12.5% | -3.7% | +9.0% |
| 3Y | +30.0% | +153.8% | -123.8% | +26.4% |
| All | +30.0% | +289.0% | -259.0% | +20.2% |
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