+3,032.4%
CLS vs FTI
+313.1%
+2,719.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +20.1% | -2.3% | +22.4% | +21.1% |
| 30D | +6.0% | +5.0% | +1.0% | +4.1% |
| 3M | -10.3% | +13.8% | -24.1% | -15.2% |
| 6M | +24.5% | +22.9% | +1.6% | +14.7% |
| YTD | +12.9% | +75.0% | -62.1% | -8.9% |
| 1Y | +36.7% | +96.9% | -60.2% | +5.6% |
| 3Y | +1,328.1% | +276.7% | +1,051.4% | +774.3% |
| 5Y | +3,682.3% | +1,157.0% | +2,525.3% | +1,326.7% |
| All | +3,032.4% | +313.1% | +2,719.3% | +1,108.1% |
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