+41.1%
CLS vs FND
-36.4%
+77.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | +4.6% | -5.2% | +9.8% | +5.5% |
| 30D | -13.9% | -19.9% | +6.0% | -10.6% |
| 3M | -26.6% | +2.7% | -29.3% | -27.4% |
| 6M | +15.4% | -21.7% | +37.1% | +18.4% |
| YTD | +5.7% | -17.5% | +23.2% | +5.8% |
| 1Y | +41.1% | -39.3% | +80.4% | +59.6% |
| All | +41.1% | -36.4% | +77.5% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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