+443.7%
CLS vs FTI
+1,715.2%
-1,271.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.7% | +7.1% | +7.6% |
| 7D | -10.6% | -4.3% | -6.2% | -8.7% |
| 30D | -38.4% | -8.0% | -30.4% | -36.2% |
| 3M | -29.9% | -8.0% | -21.8% | -27.4% |
| 6M | -40.6% | -8.7% | -32.0% | -38.7% |
| YTD | -24.6% | +43.9% | -68.5% | -34.7% |
| 1Y | -30.8% | +49.8% | -80.6% | -41.0% |
| 3Y | +811.7% | +211.7% | +600.0% | +487.8% |
| 5Y | +1,838.4% | +781.6% | +1,056.9% | +678.4% |
| 10Y | +1,751.5% | +180.2% | +1,571.3% | +845.6% |
| All | +443.7% | +1,715.2% | -1,271.5% | -11.2% |
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 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