+99.7%
CLF vs FN
+753.0%
-653.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.7% | -10.0% | -2.3% |
| 7D | -19.6% | 0.0% | -19.5% | -20.0% |
| 30D | -5.0% | -34.3% | +29.3% | +8.4% |
| 3M | -6.3% | -39.9% | +33.6% | +8.3% |
| 6M | +2.8% | -51.8% | +54.6% | +25.3% |
| YTD | -13.7% | -28.1% | +14.4% | -12.4% |
| 1Y | +13.6% | -29.1% | +42.7% | +15.0% |
| 3Y | -34.0% | +102.4% | -136.4% | -61.0% |
| 5Y | -48.7% | +171.7% | -220.4% | -75.1% |
| All | +99.7% | +753.0% | -653.3% | -36.6% |
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 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