+126.4%
CLF vs FN
+900.0%
-773.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +0.7% |
| 7D | +7.6% | -1.7% | +9.3% | +8.1% |
| 30D | -1.2% | -22.0% | +20.8% | +6.4% |
| 3M | -13.4% | -43.0% | +29.6% | +2.6% |
| 6M | +15.4% | -27.7% | +43.2% | +22.0% |
| YTD | -5.9% | -10.5% | +4.6% | -9.8% |
| 1Y | +18.8% | +12.5% | +6.3% | +2.7% |
| 3Y | -19.4% | +153.8% | -173.2% | -55.8% |
| 5Y | -47.7% | +288.0% | -335.7% | -78.2% |
| All | +126.4% | +900.0% | -773.6% | -39.3% |
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