+3,032.4%
CLS vs EFV
+167.8%
+2,864.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +2.2% |
| 7D | +20.1% | -0.5% | +20.6% | +21.0% |
| 30D | +6.0% | 0.0% | +6.0% | +6.1% |
| 3M | -10.3% | +8.4% | -18.7% | -18.7% |
| 6M | +24.5% | +12.3% | +12.2% | +8.8% |
| YTD | +12.9% | +17.4% | -4.5% | -6.9% |
| 1Y | +36.7% | +27.1% | +9.5% | +2.4% |
| 3Y | +1,328.1% | +90.7% | +1,237.4% | +556.1% |
| 5Y | +3,682.3% | +95.6% | +3,586.7% | +1,600.1% |
| All | +3,032.4% | +167.8% | +2,864.6% | +914.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling