+3,231.7%
CLS vs FE
+441.2%
+2,790.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +4.6% | +1.9% | +2.6% | +3.9% |
| 30D | -13.9% | -1.2% | -12.7% | -13.5% |
| 3M | -26.6% | +3.5% | -30.1% | -27.7% |
| 6M | +15.4% | -6.1% | +21.5% | +17.0% |
| YTD | +5.7% | +7.6% | -1.9% | +2.2% |
| 1Y | +41.1% | +11.9% | +29.2% | +34.4% |
| 3Y | +1,228.6% | +48.4% | +1,180.2% | +1,006.6% |
| 5Y | +3,240.6% | +44.8% | +3,195.8% | +2,680.8% |
| 10Y | +2,760.3% | +115.9% | +2,644.5% | +1,885.3% |
| All | +3,231.7% | +441.2% | +2,790.5% | +2,104.6% |
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