+2,093.5%
CLS vs FE
+445.0%
+1,648.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.2% | -12.8% | -13.0% |
| 7D | -27.3% | +0.6% | -27.8% | -27.4% |
| 30D | -47.0% | +6.4% | -53.4% | -48.2% |
| 3M | -43.3% | -0.5% | -42.8% | -43.3% |
| 6M | -50.8% | +4.7% | -55.5% | -51.9% |
| YTD | -30.4% | +8.4% | -38.8% | -33.1% |
| 1Y | -41.7% | +7.2% | -48.9% | -43.7% |
| 3Y | +701.4% | +44.9% | +656.5% | +573.2% |
| 5Y | +1,767.8% | +46.3% | +1,721.5% | +1,445.0% |
| 10Y | +1,636.8% | +110.3% | +1,526.6% | +1,116.3% |
| All | +2,093.5% | +445.0% | +1,648.5% | +1,344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling