+3,542.1%
CLS vs FTI
+1,110.9%
+2,431.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.1% | +7.7% | +6.4% |
| 7D | +12.8% | -0.2% | +13.0% | +12.8% |
| 30D | +3.8% | +12.3% | -8.5% | -0.8% |
| 3M | -14.6% | +13.8% | -28.4% | -19.4% |
| 6M | +32.2% | +24.3% | +8.0% | +21.0% |
| YTD | +11.6% | +75.8% | -64.1% | -10.4% |
| 1Y | +35.1% | +99.6% | -64.6% | +3.3% |
| 3Y | +1,312.5% | +278.4% | +1,034.1% | +784.7% |
| 5Y | +3,542.1% | +1,168.7% | +2,373.4% | +1,357.2% |
| All | +3,542.1% | +1,110.9% | +2,431.1% | +1,357.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling