-35.3%
CLS vs FDS
+26.9%
-62.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.2% | +7.7% |
| 7D | -10.6% | -5.0% | -5.6% | -12.1% |
| 30D | -38.4% | +13.8% | -52.2% | -35.3% |
| 3M | -29.9% | +14.8% | -44.7% | -25.1% |
| 6M | -40.6% | +47.4% | -88.0% | -30.3% |
| YTD | -24.6% | +14.2% | -38.7% | -16.5% |
| All | -35.3% | +26.9% | -62.3% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling