+811.7%
CLS vs FTI
+210.5%
+601.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.7% | +7.1% | +7.4% |
| 7D | -10.6% | -4.3% | -6.2% | -7.7% |
| 30D | -38.4% | -8.0% | -30.4% | -34.8% |
| 3M | -29.9% | -8.0% | -21.8% | -26.1% |
| 6M | -40.6% | -8.7% | -32.0% | -37.9% |
| YTD | -24.6% | +43.9% | -68.5% | -41.4% |
| 1Y | -30.8% | +49.8% | -80.6% | -47.6% |
| 3Y | +811.7% | +211.7% | +600.0% | +344.6% |
| All | +811.7% | +210.5% | +601.2% | +344.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling