+728.5%
CLS vs FGI
+2.3%
+726.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | 0.0% | -13.0% | -13.0% |
| 7D | -27.3% | -11.6% | -15.7% | -27.1% |
| 30D | -47.0% | -3.3% | -43.7% | -47.0% |
| 3M | -43.3% | +65.6% | -108.9% | -44.5% |
| 6M | -50.8% | -2.8% | -48.0% | -51.5% |
| YTD | -30.4% | +30.1% | -60.6% | -32.3% |
| 1Y | -41.7% | +50.2% | -91.8% | -43.1% |
| All | +728.5% | +2.3% | +726.2% | +753.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling