+1,767.8%
CLS vs FN
+148.3%
+1,619.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -14.2% | +1.2% | -4.0% |
| 7D | -27.3% | -16.0% | -11.3% | -19.0% |
| 30D | -47.0% | -40.1% | -6.9% | -26.9% |
| 3M | -43.3% | -43.9% | +0.6% | -20.3% |
| 6M | -50.8% | -55.6% | +4.9% | -21.4% |
| YTD | -30.4% | -35.7% | +5.2% | -14.5% |
| 1Y | -41.7% | -39.8% | -1.8% | -24.3% |
| 3Y | +701.4% | +80.3% | +621.1% | +452.5% |
| 5Y | +1,767.8% | +143.3% | +1,624.5% | +887.4% |
| All | +1,767.8% | +148.3% | +1,619.5% | +887.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling