+50.8%
CL vs FND
+66.0%
-15.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | -2.2% | -5.2% | +3.0% | -1.7% |
| 30D | -4.8% | -19.9% | +15.0% | -2.9% |
| 3M | +4.9% | +2.7% | +2.2% | +4.3% |
| 6M | -5.7% | -21.7% | +16.0% | -4.1% |
| YTD | +14.4% | -17.5% | +31.9% | +15.6% |
| 1Y | +8.7% | -39.3% | +48.0% | +12.7% |
| 3Y | +30.0% | -49.8% | +79.7% | +35.0% |
| 5Y | +28.4% | -60.1% | +88.4% | +33.2% |
| All | +50.8% | +66.0% | -15.2% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling