-51.7%
FIG vs CLS
-28.7%
-23.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -9.1% | +14.3% | +5.3% |
| 7D | -4.7% | -21.1% | +16.5% | -4.3% |
| 30D | +0.5% | -38.2% | +38.8% | +1.4% |
| 3M | -18.4% | -36.3% | +17.9% | -17.8% |
| 6M | +10.9% | -43.8% | +54.7% | +12.6% |
| YTD | -40.8% | -20.0% | -20.8% | -42.5% |
| 1Y | -51.7% | -29.6% | -22.1% | -52.0% |
| All | -51.7% | -28.7% | -23.0% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling