+2,371.4%
CLS vs FTV
+124.8%
+2,246.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -44.8% |
| 3M | -29.9% | +8.9% | -38.7% | -33.9% |
| 6M | -40.6% | +11.3% | -51.9% | -45.4% |
| YTD | -24.6% | +21.9% | -46.5% | -36.6% |
| 1Y | -30.8% | +31.6% | -62.4% | -45.0% |
| 3Y | +811.7% | +38.1% | +773.7% | +609.0% |
| 5Y | +1,838.4% | +15.7% | +1,822.7% | +1,579.3% |
| 10Y | +1,751.5% | +107.5% | +1,644.0% | +1,083.1% |
| All | +2,371.4% | +124.8% | +2,246.6% | +1,490.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling