+774.9%
CLS vs FTV
+37.2%
+737.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.2% | +6.1% |
| 7D | -10.6% | +0.4% | -10.9% | -10.5% |
| 30D | -38.4% | +17.2% | -55.6% | -44.4% |
| 3M | -29.9% | +8.9% | -38.7% | -33.6% |
| 6M | -40.6% | +11.3% | -51.9% | -45.0% |
| YTD | -24.6% | +21.9% | -46.5% | -36.4% |
| 1Y | -30.8% | +31.6% | -62.4% | -45.7% |
| All | +774.9% | +37.2% | +737.7% | +586.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling