+35.2%
CL vs FGI
-70.3%
+105.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +5.9% | -11.6% | +17.5% | +5.9% |
| 30D | +13.8% | -3.3% | +17.0% | +13.8% |
| 3M | +6.4% | +65.6% | -59.2% | +6.7% |
| 6M | +15.6% | -2.8% | +18.4% | +15.7% |
| YTD | +27.9% | +30.1% | -2.2% | +28.4% |
| 1Y | +31.4% | +50.2% | -18.8% | +32.3% |
| 3Y | +41.4% | -0.4% | +41.8% | +44.4% |
| All | +35.2% | -70.3% | +105.6% | +35.3% |
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