-49.6%
CLF vs FN
+148.3%
-197.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -14.2% | +2.0% | -8.3% |
| 7D | -21.0% | -16.0% | -5.0% | -17.3% |
| 30D | -8.0% | -40.1% | +32.1% | +5.0% |
| 3M | -10.9% | -43.9% | +33.0% | +2.1% |
| 6M | +5.8% | -55.6% | +61.5% | +27.3% |
| YTD | -15.1% | -35.7% | +20.5% | -10.8% |
| 1Y | +7.2% | -39.8% | +47.1% | +14.4% |
| 3Y | -34.2% | +80.3% | -114.4% | -54.5% |
| 5Y | -49.6% | +143.3% | -192.9% | -73.3% |
| All | -49.6% | +148.3% | -197.9% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling