+11.9%
CLS vs FPS
+24.3%
-12.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.6% | +4.0% |
| 7D | +12.8% | +10.4% | +2.4% | +7.3% |
| 30D | +3.8% | -16.5% | +20.4% | +13.8% |
| 3M | -14.6% | -45.5% | +30.9% | +15.4% |
| 6M | +32.2% | +2.1% | +30.2% | +26.9% |
| All | +11.9% | +24.3% | -12.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling