+1,991.7%
CLS vs EFV
+249.2%
+1,742.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.8% |
| 7D | +16.3% | +2.5% | +13.7% | +13.6% |
| 30D | -25.7% | +2.9% | -28.6% | -27.8% |
| 3M | -30.9% | -1.4% | -29.4% | -30.0% |
| 6M | -35.5% | +5.5% | -41.0% | -38.6% |
| YTD | -18.7% | +16.1% | -34.8% | -29.2% |
| 1Y | -17.9% | +20.3% | -38.2% | -30.8% |
| 3Y | +838.1% | +90.4% | +747.7% | +415.4% |
| 5Y | +1,971.9% | +93.5% | +1,878.4% | +1,040.0% |
| 10Y | +1,907.9% | +161.5% | +1,746.3% | +775.5% |
| All | +1,991.7% | +249.2% | +1,742.5% | +628.4% |
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