+37.6%
CL vs FND
-36.7%
+74.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | +1.3% | +7.7% | -6.4% | +0.5% |
| 30D | +11.4% | +11.9% | -0.5% | +10.0% |
| 3M | +4.4% | -14.6% | +19.0% | +5.6% |
| 6M | +10.8% | +0.5% | +10.3% | +10.1% |
| YTD | +25.1% | -15.8% | +41.0% | +25.8% |
| 1Y | +28.0% | -12.9% | +40.9% | +28.2% |
| 3Y | +37.6% | -34.2% | +71.8% | +44.6% |
| All | +37.6% | -36.7% | +74.3% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling