-79.1%
FIG vs CLS
+49.3%
-128.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.4% |
| 7D | -16.3% | +4.6% | -20.9% | -16.6% |
| 30D | -14.3% | -13.9% | -0.4% | -13.5% |
| 3M | +7.2% | -26.6% | +33.7% | +9.6% |
| 6M | -18.6% | +15.4% | -34.0% | -23.1% |
| YTD | -35.5% | +5.7% | -41.1% | -38.6% |
| 1Y | -55.8% | +41.1% | -96.9% | -61.4% |
| All | -79.1% | +49.3% | -128.4% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling