+1,451.6%
CLS vs FND
+70.0%
+1,381.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +4.0% | +1.5% |
| 7D | -13.9% | +6.8% | -20.7% | -15.9% |
| 30D | -38.2% | +13.1% | -51.2% | -41.1% |
| 3M | -28.8% | -13.1% | -15.8% | -26.6% |
| 6M | -40.4% | -0.6% | -39.8% | -41.9% |
| YTD | -24.3% | -15.5% | -8.7% | -23.3% |
| 1Y | -35.0% | -13.7% | -21.4% | -34.8% |
| 3Y | +778.7% | -35.0% | +813.7% | +828.6% |
| 5Y | +1,884.8% | -60.1% | +1,944.9% | +2,226.5% |
| All | +1,451.6% | +70.0% | +1,381.5% | +1,126.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling