+1,628.1%
CLS vs FN
+753.0%
+875.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.2% | -5.8% |
| 7D | -22.2% | 0.0% | -22.1% | -22.6% |
| 30D | -44.4% | -34.3% | -10.1% | -30.6% |
| 3M | -34.3% | -39.9% | +5.6% | -15.1% |
| 6M | -50.1% | -51.8% | +1.8% | -28.7% |
| YTD | -30.1% | -28.1% | -1.9% | -20.1% |
| 1Y | -39.3% | -29.1% | -10.3% | -29.4% |
| 3Y | +732.7% | +102.4% | +630.3% | +500.1% |
| 5Y | +1,777.2% | +171.7% | +1,605.5% | +1,059.5% |
| All | +1,628.1% | +753.0% | +875.1% | +660.5% |
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