+3,616.8%
CLS vs EFV
+94.1%
+3,522.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.1% |
| 7D | +5.0% | -2.0% | +7.0% | +7.8% |
| 30D | +4.8% | -0.2% | +5.0% | +5.1% |
| 3M | -10.4% | +9.1% | -19.5% | -20.1% |
| 6M | +20.8% | +11.7% | +9.1% | +5.2% |
| YTD | +10.0% | +17.0% | -7.0% | -10.2% |
| 1Y | +28.5% | +26.7% | +1.8% | -5.2% |
| 3Y | +1,292.2% | +90.2% | +1,202.1% | +505.6% |
| 5Y | +3,616.8% | +96.1% | +3,520.7% | +1,461.1% |
| All | +3,616.8% | +94.1% | +3,522.7% | +1,461.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling