-83.2%
FIG vs CLS
+14.9%
-98.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.4% | +8.2% | +3.2% |
| 7D | +3.4% | +16.3% | -12.9% | +2.3% |
| 30D | -9.5% | -25.7% | +16.2% | -8.4% |
| 3M | -26.2% | -30.9% | +4.7% | -25.2% |
| 6M | +2.7% | -35.5% | +38.2% | +3.9% |
| YTD | -48.0% | -18.7% | -29.3% | -50.1% |
| 1Y | -52.0% | -17.9% | -34.1% | -54.5% |
| All | -83.2% | +14.9% | -98.1% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling