+1,628.1%
CLS vs FE
+105.3%
+1,522.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -22.2% | -1.0% | -21.1% | -22.0% |
| 30D | -44.4% | +4.1% | -48.5% | -45.0% |
| 3M | -34.3% | -1.0% | -33.3% | -34.2% |
| 6M | -50.1% | +4.0% | -54.1% | -50.9% |
| YTD | -30.1% | +6.8% | -36.9% | -32.0% |
| 1Y | -39.3% | +5.3% | -44.6% | -40.7% |
| 3Y | +732.7% | +44.6% | +688.1% | +613.2% |
| 5Y | +1,777.2% | +44.2% | +1,733.0% | +1,489.3% |
| All | +1,628.1% | +105.3% | +1,522.8% | +1,440.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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