+2,104.6%
CLS vs FDS
+5,801.6%
-3,697.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +2.1% |
| 7D | -22.2% | -0.5% | -21.7% | -22.3% |
| 30D | -44.4% | +20.2% | -64.6% | -49.3% |
| 3M | -34.3% | +19.9% | -54.2% | -41.0% |
| 6M | -50.1% | +56.2% | -106.2% | -61.7% |
| YTD | -30.1% | +14.6% | -44.6% | -40.2% |
| 1Y | -39.3% | +31.6% | -70.9% | -51.9% |
| 3Y | +732.7% | -23.8% | +756.5% | +731.1% |
| 5Y | +1,777.2% | -22.6% | +1,799.8% | +1,734.0% |
| 10Y | +1,645.6% | +139.3% | +1,506.3% | +840.5% |
| All | +2,104.6% | +5,801.6% | -3,697.0% | +148.8% |
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 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