+811.7%
CLS vs FND
-33.5%
+845.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.1% | +3.8% | +6.8% |
| 7D | -10.6% | +8.5% | -19.1% | -12.6% |
| 30D | -38.4% | +17.2% | -55.7% | -41.3% |
| 3M | -29.9% | -14.9% | -14.9% | -27.0% |
| 6M | -40.6% | +3.1% | -43.7% | -42.3% |
| YTD | -24.6% | -12.4% | -12.2% | -24.1% |
| 1Y | -30.8% | -10.0% | -20.8% | -31.1% |
| 3Y | +811.7% | -31.3% | +843.1% | +828.2% |
| All | +811.7% | -33.5% | +845.2% | +828.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling