+1,929.4%
CLS vs FN
+850.1%
+1,079.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.9% | +2.6% | +5.3% |
| 7D | +2.8% | +8.0% | -5.3% | -1.8% |
| 30D | -30.1% | -19.1% | -10.9% | -22.0% |
| 3M | -21.7% | -29.8% | +8.1% | -6.8% |
| 6M | -36.2% | -43.2% | +6.9% | -16.8% |
| YTD | -17.8% | -18.9% | +1.1% | -12.1% |
| 1Y | -26.8% | -17.9% | -8.9% | -21.3% |
| 3Y | +853.4% | +120.1% | +733.3% | +552.6% |
| 5Y | +2,005.0% | +206.7% | +1,798.3% | +1,115.2% |
| 10Y | +1,929.4% | +804.7% | +1,124.7% | +749.1% |
| All | +1,929.4% | +850.1% | +1,079.3% | +749.1% |
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 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