+3,038.3%
CLS vs FTV
+78.2%
+2,960.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +2.0% |
| 7D | +20.1% | -1.3% | +21.4% | +21.2% |
| 30D | +6.0% | -9.5% | +15.6% | +13.7% |
| 3M | -10.3% | -10.9% | +0.6% | -3.5% |
| 6M | +24.5% | -0.6% | +25.1% | +23.5% |
| YTD | +12.9% | +1.4% | +11.4% | +7.7% |
| 1Y | +36.7% | +17.6% | +19.0% | +15.9% |
| 3Y | +1,328.1% | -3.3% | +1,331.3% | +1,318.1% |
| 5Y | +3,682.3% | -0.1% | +3,682.5% | +3,530.0% |
| 10Y | +3,038.3% | +82.5% | +2,955.8% | +2,097.0% |
| All | +3,038.3% | +78.2% | +2,960.1% | +2,097.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling