+2,618.5%
CLS vs EFV
+258.8%
+2,359.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +4.6% | +1.5% | +3.1% | +3.1% |
| 30D | -13.9% | +1.7% | -15.6% | -15.3% |
| 3M | -26.6% | +8.6% | -35.2% | -31.9% |
| 6M | +15.4% | +11.7% | +3.7% | +4.8% |
| YTD | +5.7% | +19.3% | -13.6% | -10.2% |
| 1Y | +41.1% | +30.2% | +10.9% | +10.5% |
| 3Y | +1,228.6% | +91.6% | +1,137.0% | +628.1% |
| 5Y | +3,240.6% | +96.4% | +3,144.3% | +1,717.6% |
| 10Y | +2,760.3% | +166.5% | +2,593.9% | +1,125.0% |
| All | +2,618.5% | +258.8% | +2,359.6% | +823.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling