+3,347.6%
CLS vs FTV
+5.1%
+3,342.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.5% |
| 7D | +4.6% | -4.5% | +9.1% | +8.2% |
| 30D | -13.9% | -7.1% | -6.8% | -9.1% |
| 3M | -26.6% | -7.2% | -19.4% | -23.1% |
| 6M | +15.4% | -1.5% | +16.9% | +15.0% |
| YTD | +5.7% | +3.5% | +2.2% | -1.3% |
| 1Y | +41.1% | +20.3% | +20.8% | +14.6% |
| 3Y | +1,228.6% | -3.1% | +1,231.7% | +1,214.0% |
| All | +3,347.6% | +5.1% | +3,342.5% | +2,986.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling