+35.1%
CLS vs FFIV
+23.1%
+12.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.9% | +5.7% |
| 7D | +12.8% | -1.5% | +14.3% | +13.4% |
| 30D | +3.8% | -2.7% | +6.5% | +5.0% |
| 3M | -14.6% | -1.7% | -13.0% | -13.5% |
| 6M | +32.2% | +36.1% | -3.9% | +27.6% |
| YTD | +11.6% | +52.6% | -41.0% | +8.8% |
| 1Y | +35.1% | +21.5% | +13.5% | +25.1% |
| All | +35.1% | +23.1% | +12.0% | +25.1% |
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