-17.9%
CLS vs FGI
+17.8%
-35.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -25.2% | +19.8% | -4.3% |
| 7D | +16.3% | -14.4% | +30.7% | +17.0% |
| 30D | -25.7% | -11.8% | -13.9% | -25.3% |
| 3M | -30.9% | -46.2% | +15.4% | -29.4% |
| 6M | -35.5% | +5.2% | -40.7% | -37.5% |
| YTD | -18.7% | +10.5% | -29.2% | -24.3% |
| 1Y | -17.9% | +25.5% | -43.4% | -28.3% |
| All | -17.9% | +17.8% | -35.7% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling