+3,417.5%
CLS vs FN
+3,620.5%
-203.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.4% |
| 7D | +4.6% | -1.7% | +6.2% | +5.3% |
| 30D | -13.9% | -22.0% | +8.1% | -5.9% |
| 3M | -26.6% | -43.0% | +16.4% | -9.5% |
| 6M | +15.4% | -27.7% | +43.2% | +29.7% |
| YTD | +5.7% | -10.5% | +16.2% | +9.1% |
| 1Y | +41.1% | +12.5% | +28.6% | +36.4% |
| 3Y | +1,228.6% | +153.8% | +1,074.8% | +909.6% |
| 5Y | +3,240.6% | +288.0% | +2,952.6% | +2,122.5% |
| 10Y | +2,760.3% | +906.4% | +1,853.9% | +1,403.5% |
| All | +3,417.5% | +3,620.5% | -203.1% | +1,426.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling