+2,953.7%
CLS vs FTI
+301.2%
+2,652.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.5% |
| 7D | +5.0% | -5.6% | +10.6% | +7.2% |
| 30D | +4.8% | +0.4% | +4.4% | +4.6% |
| 3M | -10.4% | +8.1% | -18.5% | -13.6% |
| 6M | +20.8% | +16.7% | +4.1% | +13.4% |
| YTD | +10.0% | +70.0% | -60.0% | -10.2% |
| 1Y | +28.5% | +85.4% | -56.9% | +1.5% |
| 3Y | +1,292.2% | +265.9% | +1,026.3% | +761.5% |
| 5Y | +3,616.8% | +1,072.7% | +2,544.1% | +1,338.6% |
| All | +2,953.7% | +301.2% | +2,652.5% | +1,090.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling