+3,231.7%
CLS vs FDS
+5,334.9%
-2,103.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.3% |
| 7D | +4.6% | -1.9% | +6.5% | +5.5% |
| 30D | -13.9% | +9.0% | -22.9% | -17.4% |
| 3M | -26.6% | +18.9% | -45.4% | -34.0% |
| 6M | +15.4% | +35.1% | -19.7% | -4.4% |
| YTD | +5.7% | +5.5% | +0.2% | -4.0% |
| 1Y | +41.1% | -16.8% | +57.9% | +40.6% |
| 3Y | +1,228.6% | -28.1% | +1,256.6% | +1,290.9% |
| 5Y | +3,240.6% | -17.4% | +3,258.1% | +3,120.3% |
| 10Y | +2,760.3% | +85.4% | +2,674.9% | +1,678.6% |
| All | +3,231.7% | +5,334.9% | -2,103.1% | +299.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling