+2,944.0%
CLS vs FDS
+77.6%
+2,866.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.3% | +9.9% | +6.8% |
| 7D | +12.8% | -5.4% | +18.2% | +14.3% |
| 30D | +3.8% | +1.6% | +2.2% | +3.0% |
| 3M | -14.6% | +17.7% | -32.4% | -19.7% |
| 6M | +32.2% | +29.1% | +3.2% | +19.0% |
| YTD | +11.6% | +1.0% | +10.7% | +8.9% |
| 1Y | +35.1% | -21.6% | +56.7% | +44.9% |
| 3Y | +1,312.5% | -30.1% | +1,342.7% | +1,461.2% |
| 5Y | +3,542.1% | -20.7% | +3,562.8% | +3,628.3% |
| 10Y | +2,944.0% | +78.3% | +2,865.7% | +2,157.2% |
| All | +2,944.0% | +77.6% | +2,866.4% | +2,157.2% |
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