+1,628.1%
CLS vs FFIV
+126.1%
+1,502.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -22.2% | -8.1% | -14.0% | -17.8% |
| 30D | -44.4% | -33.4% | -11.0% | -31.0% |
| 3M | -34.3% | -24.7% | -9.5% | -24.6% |
| 6M | -50.1% | -8.8% | -41.2% | -49.0% |
| YTD | -30.1% | +21.8% | -51.9% | -41.1% |
| 1Y | -39.3% | +25.3% | -64.6% | -49.9% |
| 3Y | +732.7% | +101.2% | +631.6% | +421.6% |
| 5Y | +1,777.2% | +40.2% | +1,737.0% | +1,306.7% |
| All | +1,628.1% | +126.1% | +1,502.0% | +780.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling