+2,755.1%
CLS vs CF
+569.3%
+2,185.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.7% |
| 7D | +4.6% | +6.0% | -1.4% | +2.7% |
| 30D | -13.9% | +14.8% | -28.7% | -17.6% |
| 3M | -26.6% | +14.1% | -40.6% | -29.8% |
| 6M | +15.4% | +28.5% | -13.1% | +2.9% |
| YTD | +5.7% | +74.9% | -69.3% | -15.6% |
| 1Y | +41.1% | +61.7% | -20.6% | +15.0% |
| 3Y | +1,228.6% | +80.3% | +1,148.3% | +910.2% |
| 5Y | +3,240.6% | +226.0% | +3,014.7% | +1,760.2% |
| All | +2,755.1% | +569.3% | +2,185.8% | +1,128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling