+1,914.6%
CLS vs FN
+700.1%
+1,214.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -7.3% | +1.9% | -1.4% |
| 7D | +16.3% | +0.3% | +16.0% | +15.8% |
| 30D | -25.7% | -16.5% | -9.1% | -18.4% |
| 3M | -30.9% | -42.1% | +11.2% | -9.0% |
| 6M | -35.5% | -52.9% | +17.4% | -6.7% |
| YTD | -18.7% | -28.0% | +9.3% | -7.5% |
| 1Y | -17.9% | -18.5% | +0.6% | -11.4% |
| 3Y | +838.1% | +93.9% | +744.2% | +585.5% |
| 5Y | +1,971.9% | +170.5% | +1,801.4% | +1,175.8% |
| All | +1,914.6% | +700.1% | +1,214.4% | +800.7% |
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