+1,929.4%
CLS vs CF
+485.9%
+1,443.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.3% |
| 7D | +2.8% | +10.4% | -7.6% | -0.2% |
| 30D | -30.1% | +7.6% | -37.7% | -31.8% |
| 3M | -21.7% | +5.2% | -26.9% | -23.7% |
| 6M | -36.2% | -0.1% | -36.2% | -37.4% |
| YTD | -17.8% | +61.7% | -79.5% | -33.4% |
| 1Y | -26.8% | +50.3% | -77.1% | -39.4% |
| 3Y | +853.4% | +66.0% | +787.4% | +637.2% |
| 5Y | +2,005.0% | +114.5% | +1,890.5% | +1,264.2% |
| 10Y | +1,929.4% | +471.5% | +1,457.9% | +816.5% |
| All | +1,929.4% | +485.9% | +1,443.5% | +816.5% |
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