+1,753.0%
CLS vs FN
+815.5%
+937.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +11.9% | -4.0% | +1.5% |
| 7D | -10.6% | +16.3% | -26.8% | -18.2% |
| 30D | -38.4% | -24.7% | -13.7% | -28.7% |
| 3M | -29.9% | -34.9% | +5.1% | -13.2% |
| 6M | -40.6% | -41.1% | +0.5% | -24.0% |
| YTD | -24.6% | -19.6% | -5.0% | -19.0% |
| 1Y | -30.8% | -18.5% | -12.3% | -25.2% |
| 3Y | +811.7% | +119.1% | +692.6% | +526.6% |
| 5Y | +1,838.4% | +206.9% | +1,631.5% | +1,021.9% |
| All | +1,753.0% | +815.5% | +937.5% | +671.5% |
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 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