+13.6%
CLF vs FN
-33.3%
+46.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.7% | -10.0% | -1.2% |
| 7D | -19.6% | 0.0% | -19.5% | -19.6% |
| 30D | -5.0% | -34.3% | +29.3% | +4.1% |
| 3M | -6.3% | -39.9% | +33.6% | +3.9% |
| 6M | +2.8% | -51.8% | +54.6% | +18.5% |
| YTD | -13.7% | -28.1% | +14.4% | -13.1% |
| 1Y | +13.6% | -29.1% | +42.7% | +15.5% |
| All | +13.6% | -33.3% | +46.9% | +15.5% |
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