+2,120.5%
CLS vs FGI
-68.3%
+2,188.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.9% | +2.6% | +8.3% |
| 7D | +2.8% | +6.9% | -4.1% | +2.6% |
| 30D | -30.1% | +3.9% | -34.0% | -30.2% |
| 3M | -21.7% | +74.3% | -96.0% | -24.2% |
| 6M | -36.2% | +28.9% | -65.2% | -37.9% |
| YTD | -17.8% | +39.1% | -56.9% | -21.2% |
| 1Y | -26.8% | +49.3% | -76.1% | -29.9% |
| 3Y | +853.4% | +5.7% | +847.6% | +812.1% |
| All | +2,120.5% | -68.3% | +2,188.8% | +2,089.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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