-17.9%
CLS vs FTI
+54.7%
-72.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -6.6% |
| 7D | +16.3% | +4.3% | +12.0% | +13.5% |
| 30D | -25.7% | -4.7% | -21.0% | -23.4% |
| 3M | -30.9% | -13.5% | -17.3% | -25.5% |
| 6M | -35.5% | -8.7% | -26.8% | -32.9% |
| YTD | -18.7% | +49.0% | -67.7% | -38.1% |
| 1Y | -17.9% | +54.0% | -71.9% | -38.9% |
| All | -17.9% | +54.7% | -72.6% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling