+2,089.9%
CLS vs EFV
+92.8%
+1,997.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.8% |
| 7D | +23.5% | +0.7% | +22.8% | +22.5% |
| 30D | -28.9% | +2.0% | -30.9% | -30.9% |
| 3M | -25.2% | -1.6% | -23.5% | -23.6% |
| 6M | -32.1% | +5.8% | -37.9% | -36.8% |
| YTD | -14.1% | +15.6% | -29.7% | -28.7% |
| 1Y | -24.1% | +19.0% | -43.0% | -39.2% |
| 3Y | +897.0% | +90.7% | +806.3% | +335.2% |
| 5Y | +2,089.9% | +92.8% | +1,997.1% | +835.8% |
| All | +2,089.9% | +92.8% | +1,997.1% | +835.8% |
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