+2,953.7%
CLS vs EFV
+167.0%
+2,786.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.1% |
| 7D | +5.0% | -2.0% | +7.0% | +7.6% |
| 30D | +4.8% | -0.2% | +5.0% | +5.1% |
| 3M | -10.4% | +9.1% | -19.5% | -19.5% |
| 6M | +20.8% | +11.7% | +9.1% | +6.3% |
| YTD | +10.0% | +17.0% | -7.0% | -8.9% |
| 1Y | +28.5% | +26.7% | +1.8% | -3.3% |
| 3Y | +1,292.2% | +90.2% | +1,202.1% | +542.0% |
| 5Y | +3,616.8% | +96.1% | +3,520.7% | +1,566.3% |
| All | +2,953.7% | +167.0% | +2,786.7% | +892.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EFV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling