+2,593.1%
CLS vs FTV
+127.5%
+2,465.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.3% |
| 7D | +2.8% | -0.7% | +3.4% | +3.6% |
| 30D | -30.1% | +18.3% | -48.4% | -37.7% |
| 3M | -21.7% | +10.2% | -31.9% | -26.8% |
| 6M | -36.2% | +12.8% | -49.1% | -41.9% |
| YTD | -17.8% | +23.4% | -41.2% | -31.4% |
| 1Y | -26.8% | +31.4% | -58.2% | -41.8% |
| 3Y | +853.4% | +38.7% | +814.7% | +639.2% |
| 5Y | +2,005.0% | +18.6% | +1,986.4% | +1,694.2% |
| 10Y | +1,929.4% | +110.1% | +1,819.3% | +1,186.3% |
| All | +2,593.1% | +127.5% | +2,465.7% | +1,619.9% |
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