+2,755.1%
CLS vs FGI
-70.4%
+2,825.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | +0.6% |
| 7D | +4.6% | +0.5% | +4.0% | +4.5% |
| 30D | -13.9% | +65.4% | -79.3% | -16.3% |
| 3M | -26.6% | +23.5% | -50.1% | -28.2% |
| 6M | +15.4% | +60.5% | -45.1% | +10.4% |
| YTD | +5.7% | +30.0% | -24.3% | +1.6% |
| 1Y | +41.1% | +82.1% | -40.9% | +33.1% |
| 3Y | +1,228.6% | -4.4% | +1,233.0% | +1,177.3% |
| All | +2,755.1% | -70.4% | +2,825.5% | +2,725.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling