+41.1%
CLS vs FFIV
+25.9%
+15.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.6% | -1.0% | +5.5% | +4.9% |
| 30D | -13.9% | -5.1% | -8.8% | -12.3% |
| 3M | -26.6% | -4.5% | -22.1% | -25.0% |
| 6M | +15.4% | +36.5% | -21.1% | +11.1% |
| YTD | +5.7% | +53.0% | -47.3% | +2.6% |
| 1Y | +41.1% | +24.2% | +16.9% | +31.0% |
| All | +41.1% | +25.9% | +15.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling