+96.4%
CLF vs FN
+663.9%
-567.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -14.2% | +2.0% | -7.3% |
| 7D | -21.0% | -16.0% | -5.0% | -16.4% |
| 30D | -8.0% | -40.1% | +32.1% | +8.5% |
| 3M | -10.9% | -43.9% | +33.0% | +5.5% |
| 6M | +5.8% | -55.6% | +61.5% | +33.0% |
| YTD | -15.1% | -35.7% | +20.5% | -10.3% |
| 1Y | +7.2% | -39.8% | +47.1% | +15.3% |
| 3Y | -34.2% | +80.3% | -114.4% | -59.4% |
| 5Y | -49.6% | +143.3% | -192.9% | -74.5% |
| All | +96.4% | +663.9% | -567.5% | -35.1% |
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