+1,980.9%
CLS vs FDS
-23.2%
+2,004.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | +16.3% | +1.5% | +14.8% | +16.3% |
| 30D | -25.7% | +14.8% | -40.5% | -26.0% |
| 3M | -30.9% | +16.3% | -47.1% | -31.2% |
| 6M | -35.5% | +66.2% | -101.7% | -38.7% |
| YTD | -18.7% | +16.2% | -34.9% | -16.5% |
| 1Y | -17.9% | +21.8% | -39.7% | -17.2% |
| 3Y | +838.1% | -23.9% | +862.0% | +1,007.1% |
| All | +1,980.9% | -23.2% | +2,004.1% | +2,256.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling