+728.5%
CLS vs FN
+80.0%
+648.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -14.2% | +1.2% | -3.2% |
| 7D | -27.3% | -16.0% | -11.3% | -18.3% |
| 30D | -47.0% | -40.1% | -6.9% | -25.0% |
| 3M | -43.3% | -43.9% | +0.6% | -18.2% |
| 6M | -50.8% | -55.6% | +4.9% | -18.6% |
| YTD | -30.4% | -35.7% | +5.2% | -15.0% |
| 1Y | -41.7% | -39.8% | -1.8% | -24.3% |
| All | +728.5% | +80.0% | +648.5% | +398.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling