-39.3%
CLS vs FGI
+46.9%
-86.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -22.2% | -7.0% | -15.2% | -21.9% |
| 30D | -44.4% | -4.2% | -40.1% | -44.3% |
| 3M | -34.3% | +55.6% | -89.9% | -37.3% |
| 6M | -50.1% | -3.2% | -46.9% | -51.2% |
| YTD | -30.1% | +29.1% | -59.2% | -35.7% |
| 1Y | -39.3% | +51.0% | -90.3% | -48.8% |
| All | -39.3% | +46.9% | -86.3% | -48.8% |
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