+268.8%
CL vs FN
+3,020.0%
-2,751.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.0% | +9.3% | +3.5% |
| 7D | +7.7% | -7.0% | +14.7% | +7.9% |
| 30D | +15.2% | -24.7% | +40.0% | +16.1% |
| 3M | +7.3% | -35.7% | +43.0% | +8.5% |
| 6M | +17.0% | -52.4% | +69.4% | +19.3% |
| YTD | +28.0% | -25.0% | +52.9% | +27.2% |
| 1Y | +32.1% | -25.7% | +57.8% | +31.1% |
| 3Y | +41.5% | +110.2% | -68.7% | +29.0% |
| 5Y | +43.9% | +192.3% | -148.4% | +26.3% |
| 10Y | +79.8% | +812.3% | -732.5% | +42.1% |
| All | +268.8% | +3,020.0% | -2,751.2% | +169.2% |
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 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