+20.2%
CLF vs FN
-25.7%
+46.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.0% | -3.2% | -7.9% |
| 7D | -7.9% | -7.0% | -0.9% | -6.6% |
| 30D | +5.2% | -24.7% | +30.0% | +11.6% |
| 3M | +4.3% | -35.7% | +40.0% | +13.6% |
| 6M | +25.3% | -52.4% | +77.7% | +44.5% |
| YTD | -3.3% | -25.0% | +21.6% | -3.6% |
| 1Y | +20.2% | -25.7% | +45.9% | +20.6% |
| All | +20.2% | -25.7% | +46.0% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling