-26.8%
CLS vs FN
-19.6%
-7.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.9% | +2.6% | +4.6% |
| 7D | +2.8% | +8.0% | -5.3% | -2.8% |
| 30D | -30.1% | -19.1% | -10.9% | -20.3% |
| 3M | -21.7% | -29.8% | +8.1% | -4.0% |
| 6M | -36.2% | -43.2% | +6.9% | -12.5% |
| YTD | -17.8% | -18.9% | +1.1% | -19.9% |
| 1Y | -26.8% | -17.9% | -8.9% | -30.3% |
| All | -26.8% | -19.6% | -7.2% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling