+1,713.4%
CLS vs CF
+5,277.9%
-3,564.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +6.2% | -19.2% | -14.7% |
| 7D | -27.3% | +0.4% | -27.7% | -27.6% |
| 30D | -47.0% | +2.2% | -49.2% | -47.6% |
| 3M | -43.3% | +2.1% | -45.4% | -44.3% |
| 6M | -50.8% | -6.5% | -44.2% | -50.8% |
| YTD | -30.4% | +55.6% | -86.0% | -41.7% |
| 1Y | -41.7% | +42.3% | -84.0% | -49.9% |
| 3Y | +701.4% | +55.7% | +645.7% | +552.9% |
| 5Y | +1,767.8% | +122.4% | +1,645.3% | +1,203.9% |
| 10Y | +1,636.8% | +568.5% | +1,068.3% | +736.9% |
| All | +1,713.4% | +5,277.9% | -3,564.5% | +347.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling