+2,029.3%
CLS vs FDS
+127.0%
+1,902.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.8% |
| 7D | +23.5% | -2.6% | +26.1% | +24.2% |
| 30D | -28.9% | +14.1% | -43.0% | -31.5% |
| 3M | -25.2% | +19.8% | -44.9% | -29.3% |
| 6M | -32.1% | +55.0% | -87.0% | -41.7% |
| YTD | -14.1% | +15.9% | -30.0% | -19.6% |
| 1Y | -24.1% | +24.2% | -48.3% | -31.4% |
| 3Y | +897.0% | -24.0% | +921.0% | +986.1% |
| 5Y | +2,089.9% | -23.3% | +2,113.3% | +2,239.2% |
| All | +2,029.3% | +127.0% | +1,902.4% | +1,404.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling