+32.3%
CL vs FGI
-70.6%
+102.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | +1.3% | -7.0% | +8.3% | +1.3% |
| 30D | +11.4% | -4.2% | +15.6% | +11.3% |
| 3M | +4.4% | +55.6% | -51.2% | +4.6% |
| 6M | +10.8% | -3.2% | +13.9% | +10.8% |
| YTD | +25.1% | +29.1% | -4.0% | +25.6% |
| 1Y | +28.0% | +51.0% | -23.0% | +28.9% |
| 3Y | +37.6% | +1.5% | +36.1% | +40.5% |
| All | +32.3% | -70.6% | +102.9% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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