-36.2%
CLS vs FND
+0.5%
-36.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.7% | +9.2% | +8.5% |
| 7D | +2.8% | -4.4% | +7.2% | +2.7% |
| 30D | -30.1% | +14.5% | -44.6% | -30.1% |
| 3M | -21.7% | -15.6% | -6.1% | -19.1% |
| 6M | -36.2% | +4.7% | -41.0% | -36.3% |
| All | -36.2% | +0.5% | -36.7% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling