+40.8%
CL vs FDS
-22.8%
+63.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.6% | -2.0% | +4.6% | +2.9% |
| 30D | +11.8% | +13.5% | -1.8% | +9.7% |
| 3M | +5.9% | +15.2% | -9.3% | +3.5% |
| 6M | +13.3% | +47.0% | -33.7% | +6.3% |
| YTD | +27.1% | +13.9% | +13.2% | +24.5% |
| 1Y | +28.0% | +25.2% | +2.8% | +22.8% |
| 3Y | +39.4% | -25.3% | +64.7% | +47.9% |
| 5Y | +40.8% | -23.3% | +64.1% | +44.3% |
| All | +40.8% | -22.8% | +63.5% | +44.3% |
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