+39.9%
CL vs FDS
-22.8%
+62.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.6% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +11.4% | +20.2% | -8.8% | +8.3% |
| 3M | +4.4% | +19.9% | -15.4% | +1.4% |
| 6M | +10.8% | +56.2% | -45.4% | +3.0% |
| YTD | +25.1% | +14.6% | +10.6% | +22.5% |
| 1Y | +28.0% | +31.6% | -3.6% | +21.5% |
| 3Y | +37.6% | -23.8% | +61.4% | +45.4% |
| All | +39.9% | -22.8% | +62.7% | +43.3% |
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