+2,096.9%
CLS vs FGI
-74.8%
+2,171.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -25.2% | +19.8% | -4.7% |
| 7D | +16.3% | -14.4% | +30.7% | +16.8% |
| 30D | -25.7% | -11.8% | -13.9% | -25.4% |
| 3M | -30.9% | -46.2% | +15.4% | -29.9% |
| 6M | -35.5% | +5.2% | -40.7% | -36.9% |
| YTD | -18.7% | +10.5% | -29.2% | -21.6% |
| 1Y | -17.9% | +25.5% | -43.4% | -21.0% |
| 3Y | +838.1% | -16.0% | +854.1% | +802.8% |
| All | +2,096.9% | -74.8% | +2,171.7% | +2,078.9% |
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