+1,980.9%
CLS vs FFIV
+35.3%
+1,945.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -3.8% |
| 7D | +16.3% | -0.5% | +16.8% | +16.9% |
| 30D | -25.7% | -32.4% | +6.7% | -8.5% |
| 3M | -30.9% | -25.7% | -5.2% | -20.1% |
| 6M | -35.5% | -13.5% | -22.0% | -32.2% |
| YTD | -18.7% | +21.1% | -39.8% | -32.9% |
| 1Y | -17.9% | +29.4% | -47.3% | -35.5% |
| 3Y | +838.1% | +94.9% | +743.2% | +471.9% |
| All | +1,980.9% | +35.3% | +1,945.6% | +1,321.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling