+838.1%
CLS vs FFIV
+95.4%
+742.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -3.8% |
| 7D | +16.3% | -0.5% | +16.8% | +16.8% |
| 30D | -25.7% | -32.4% | +6.7% | -9.2% |
| 3M | -30.9% | -25.7% | -5.2% | -20.8% |
| 6M | -35.5% | -13.5% | -22.0% | -33.0% |
| YTD | -18.7% | +21.1% | -39.8% | -34.6% |
| 1Y | -17.9% | +29.4% | -47.3% | -37.4% |
| 3Y | +838.1% | +94.9% | +743.2% | +445.2% |
| All | +838.1% | +95.4% | +742.7% | +445.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling