+3,542.1%
CLS vs FND
-61.9%
+3,603.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.6% | +10.2% | +7.1% |
| 7D | +12.8% | +0.4% | +12.4% | +12.6% |
| 30D | +3.8% | -23.6% | +27.4% | +12.8% |
| 3M | -14.6% | +4.3% | -19.0% | -17.2% |
| 6M | +32.2% | -20.3% | +52.5% | +39.4% |
| YTD | +11.6% | -21.3% | +32.9% | +16.9% |
| 1Y | +35.1% | -45.4% | +80.4% | +59.9% |
| 3Y | +1,312.5% | -48.9% | +1,361.4% | +1,523.5% |
| 5Y | +3,542.1% | -61.0% | +3,603.1% | +3,972.6% |
| All | +3,542.1% | -61.9% | +3,603.9% | +3,972.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling