+1,753.0%
CLS vs FTV
+105.6%
+1,647.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.2% | +6.0% |
| 7D | -10.6% | +0.4% | -10.9% | -10.6% |
| 30D | -38.4% | +17.2% | -55.6% | -44.9% |
| 3M | -29.9% | +8.9% | -38.7% | -34.0% |
| 6M | -40.6% | +11.3% | -51.9% | -45.5% |
| YTD | -24.6% | +21.9% | -46.5% | -36.9% |
| 1Y | -30.8% | +31.6% | -62.4% | -45.4% |
| 3Y | +811.7% | +38.1% | +773.7% | +603.0% |
| 5Y | +1,838.4% | +15.7% | +1,822.7% | +1,571.4% |
| All | +1,753.0% | +105.6% | +1,647.5% | +902.8% |
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