+661.8%
CLS vs FTI
+2,165.1%
-1,503.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.6% | +5.3% | -0.7% | +2.5% |
| 30D | -13.9% | +15.3% | -29.2% | -18.7% |
| 3M | -26.6% | +15.8% | -42.3% | -31.0% |
| 6M | +15.4% | +22.6% | -7.2% | +6.2% |
| YTD | +5.7% | +79.5% | -73.9% | -16.3% |
| 1Y | +41.1% | +102.0% | -60.9% | +6.6% |
| 3Y | +1,228.6% | +315.8% | +912.8% | +657.8% |
| 5Y | +3,240.6% | +1,129.5% | +2,111.1% | +1,068.6% |
| 10Y | +2,760.3% | +320.9% | +2,439.4% | +1,138.2% |
| All | +661.8% | +2,165.1% | -1,503.3% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling