+1,662.0%
CL vs FDS
+10,727.5%
-9,065.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +5.9% | +6.4% | -0.4% | +5.0% |
| 30D | +13.8% | +25.2% | -11.4% | +10.0% |
| 3M | +6.4% | +22.9% | -16.5% | +3.0% |
| 6M | +15.6% | +56.5% | -40.9% | +7.4% |
| YTD | +27.9% | +19.0% | +8.9% | +22.9% |
| 1Y | +31.4% | +32.7% | -1.3% | +24.1% |
| 3Y | +41.4% | -20.4% | +61.8% | +43.4% |
| 5Y | +42.8% | -19.6% | +62.4% | +43.5% |
| 10Y | +79.7% | +148.5% | -68.8% | +53.0% |
| All | +1,662.0% | +10,727.5% | -9,065.5% | +847.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling