+1,628.1%
CLS vs CF
+561.7%
+1,066.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -22.2% | -3.2% | -19.0% | -21.7% |
| 30D | -44.4% | +4.3% | -48.7% | -45.3% |
| 3M | -34.3% | +2.8% | -37.1% | -35.6% |
| 6M | -50.1% | +0.6% | -50.7% | -51.1% |
| YTD | -30.1% | +56.6% | -86.7% | -42.8% |
| 1Y | -39.3% | +49.6% | -89.0% | -49.7% |
| 3Y | +732.7% | +61.5% | +671.2% | +549.7% |
| 5Y | +1,777.2% | +124.0% | +1,653.2% | +1,094.6% |
| All | +1,628.1% | +561.7% | +1,066.4% | +706.3% |
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