+76.3%
CL vs FDS
+135.1%
-58.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +0.5% | -5.0% | +5.5% | +1.7% |
| 30D | +11.6% | +13.8% | -2.2% | +8.4% |
| 3M | +5.6% | +14.8% | -9.2% | +2.0% |
| 6M | +13.2% | +47.4% | -34.2% | +2.4% |
| YTD | +26.9% | +14.2% | +12.8% | +21.3% |
| 1Y | +27.3% | +26.6% | +0.7% | +18.2% |
| 3Y | +39.7% | -24.4% | +64.1% | +47.3% |
| 5Y | +41.3% | -22.6% | +64.0% | +45.6% |
| 10Y | +76.3% | +130.0% | -53.7% | +40.8% |
| All | +76.3% | +135.1% | -58.8% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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