-47.8%
CLF vs FN
+289.0%
-336.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +0.9% |
| 7D | +7.6% | -1.7% | +9.3% | +8.0% |
| 30D | -1.2% | -22.0% | +20.8% | +4.7% |
| 3M | -13.4% | -43.0% | +29.6% | -1.1% |
| 6M | +15.4% | -27.7% | +43.2% | +20.9% |
| YTD | -5.9% | -10.5% | +4.6% | -8.4% |
| 1Y | +18.8% | +12.5% | +6.3% | +7.2% |
| 3Y | -19.4% | +153.8% | -173.2% | -47.9% |
| All | -47.8% | +289.0% | -336.8% | -71.9% |
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