+2,064.6%
CLS vs FND
+66.0%
+1,998.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | +4.6% | -5.2% | +9.8% | +6.4% |
| 30D | -13.9% | -19.9% | +6.0% | -7.7% |
| 3M | -26.6% | +2.7% | -29.3% | -28.2% |
| 6M | +15.4% | -21.7% | +37.1% | +22.5% |
| YTD | +5.7% | -17.5% | +23.2% | +9.2% |
| 1Y | +41.1% | -39.3% | +80.4% | +60.5% |
| 3Y | +1,228.6% | -49.8% | +1,278.4% | +1,443.2% |
| 5Y | +3,240.6% | -60.1% | +3,300.7% | +3,851.0% |
| All | +2,064.6% | +66.0% | +1,998.5% | +1,646.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling