+2,755.1%
CLS vs FE
+115.1%
+2,640.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +4.6% | +1.9% | +2.6% | +4.1% |
| 30D | -13.9% | -1.2% | -12.7% | -13.6% |
| 3M | -26.6% | +3.5% | -30.1% | -27.5% |
| 6M | +15.4% | -6.1% | +21.5% | +16.7% |
| YTD | +5.7% | +7.6% | -1.9% | +2.8% |
| 1Y | +41.1% | +11.9% | +29.2% | +35.7% |
| 3Y | +1,228.6% | +48.4% | +1,180.2% | +1,028.8% |
| 5Y | +3,240.6% | +44.8% | +3,195.8% | +2,733.4% |
| All | +2,755.1% | +115.1% | +2,640.0% | +2,385.0% |
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