-72.8%
CLF vs FN
+3,020.0%
-3,092.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.0% | -3.2% | -7.3% |
| 7D | -7.9% | -7.0% | -0.9% | -6.3% |
| 30D | +5.2% | -24.7% | +30.0% | +13.7% |
| 3M | +4.3% | -35.7% | +40.0% | +16.6% |
| 6M | +25.3% | -52.4% | +77.7% | +50.8% |
| YTD | -3.3% | -25.0% | +21.6% | -2.5% |
| 1Y | +20.2% | -25.7% | +45.9% | +20.7% |
| 3Y | -25.0% | +110.2% | -135.2% | -51.5% |
| 5Y | -42.1% | +192.3% | -234.5% | -68.0% |
| 10Y | +139.1% | +812.3% | -673.1% | -11.2% |
| All | -72.8% | +3,020.0% | -3,092.8% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling