+1,751.5%
CLS vs FDS
+135.1%
+1,616.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.2% | +7.9% |
| 7D | -10.6% | -5.0% | -5.6% | -9.7% |
| 30D | -38.4% | +13.8% | -52.2% | -40.7% |
| 3M | -29.9% | +14.8% | -44.7% | -33.1% |
| 6M | -40.6% | +47.4% | -88.0% | -48.3% |
| YTD | -24.6% | +14.2% | -38.7% | -29.3% |
| 1Y | -30.8% | +26.6% | -57.4% | -38.3% |
| 3Y | +811.7% | -24.4% | +836.2% | +891.3% |
| 5Y | +1,838.4% | -22.6% | +1,861.1% | +1,952.4% |
| 10Y | +1,751.5% | +130.0% | +1,621.5% | +1,220.7% |
| All | +1,751.5% | +135.1% | +1,616.4% | +1,220.7% |
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