+1,929.4%
CLS vs FTI
+180.1%
+1,749.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.3% | +7.2% | +8.0% |
| 7D | +2.8% | +1.4% | +1.4% | +2.5% |
| 30D | -30.1% | -6.3% | -23.8% | -28.1% |
| 3M | -21.7% | -13.1% | -8.6% | -17.3% |
| 6M | -36.2% | -8.0% | -28.3% | -34.4% |
| YTD | -17.8% | +47.1% | -64.9% | -28.9% |
| 1Y | -26.8% | +50.7% | -77.5% | -37.3% |
| 3Y | +853.4% | +209.0% | +644.4% | +534.0% |
| 5Y | +2,005.0% | +847.0% | +1,158.0% | +788.7% |
| 10Y | +1,929.4% | +184.3% | +1,745.1% | +804.4% |
| All | +1,929.4% | +180.1% | +1,749.3% | +804.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling