+1,767.8%
CLS vs CF
+125.5%
+1,642.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +6.2% | -19.2% | -13.5% |
| 7D | -27.3% | +0.4% | -27.7% | -27.3% |
| 30D | -47.0% | +2.2% | -49.2% | -47.2% |
| 3M | -43.3% | +2.1% | -45.4% | -43.7% |
| 6M | -50.8% | -6.5% | -44.2% | -50.7% |
| YTD | -30.4% | +55.6% | -86.0% | -38.0% |
| 1Y | -41.7% | +42.3% | -84.0% | -47.1% |
| 3Y | +701.4% | +55.7% | +645.7% | +597.4% |
| 5Y | +1,767.8% | +122.4% | +1,645.3% | +1,224.5% |
| All | +1,767.8% | +125.5% | +1,642.3% | +1,224.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling