+40.8%
CL vs FDS
-23.4%
+64.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -0.8% | -2.6% | +1.8% | -0.4% |
| 30D | +9.5% | +14.1% | -4.6% | +7.3% |
| 3M | +6.6% | +19.8% | -13.1% | +3.6% |
| 6M | +13.2% | +55.0% | -41.7% | +5.4% |
| YTD | +26.9% | +15.9% | +11.0% | +23.9% |
| 1Y | +27.6% | +24.2% | +3.4% | +22.7% |
| 3Y | +39.1% | -24.0% | +63.2% | +47.2% |
| All | +40.8% | -23.4% | +64.2% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling