+1,770.4%
CLS vs CF
+481.7%
+1,288.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | -0.3% |
| 7D | -13.9% | +4.8% | -18.6% | -15.1% |
| 30D | -38.2% | +9.7% | -47.9% | -40.0% |
| 3M | -28.8% | +1.2% | -30.1% | -29.9% |
| 6M | -40.4% | +7.4% | -47.7% | -42.8% |
| YTD | -24.3% | +60.5% | -84.8% | -38.6% |
| 1Y | -35.0% | +50.7% | -85.8% | -46.3% |
| 3Y | +778.7% | +64.8% | +713.9% | +580.6% |
| 5Y | +1,884.8% | +115.8% | +1,769.0% | +1,181.6% |
| All | +1,770.4% | +481.7% | +1,288.8% | +746.2% |
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