+38.3%
CL vs FND
-35.3%
+73.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -0.8% | -4.4% | +3.6% | -0.3% |
| 30D | +9.5% | +14.5% | -5.0% | +7.9% |
| 3M | +6.8% | -15.6% | +22.4% | +8.2% |
| 6M | +14.3% | +4.7% | +9.6% | +13.2% |
| YTD | +27.0% | -16.1% | +43.1% | +27.7% |
| 1Y | +26.3% | -16.0% | +42.3% | +26.8% |
| All | +38.3% | -35.3% | +73.6% | +47.1% |
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