+2,301.6%
CLS vs FND
+56.5%
+2,245.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.6% | +6.2% |
| 7D | +10.9% | -5.8% | +16.7% | +13.0% |
| 30D | +2.1% | -20.2% | +22.3% | +9.5% |
| 3M | -10.2% | -12.0% | +1.8% | -7.6% |
| 6M | +30.4% | -18.5% | +48.9% | +36.3% |
| YTD | +17.2% | -22.3% | +39.5% | +23.3% |
| 1Y | +41.0% | -47.6% | +88.7% | +68.4% |
| 3Y | +1,338.0% | -49.8% | +1,387.7% | +1,567.6% |
| 5Y | +3,860.6% | -63.0% | +3,923.5% | +4,694.9% |
| All | +2,301.6% | +56.5% | +2,245.1% | +1,872.2% |
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