+1,484.0%
CLS vs FFIV
+7,518.9%
-6,034.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.6% | -1.0% | +5.5% | +4.9% |
| 30D | -13.9% | -5.1% | -8.8% | -12.5% |
| 3M | -26.6% | -4.5% | -22.1% | -25.4% |
| 6M | +15.4% | +36.5% | -21.1% | +5.1% |
| YTD | +5.7% | +53.0% | -47.3% | -7.2% |
| 1Y | +41.1% | +24.2% | +16.9% | +30.8% |
| 3Y | +1,228.6% | +137.2% | +1,091.4% | +935.7% |
| 5Y | +3,240.6% | +91.8% | +3,148.9% | +2,656.2% |
| 10Y | +2,760.3% | +215.2% | +2,545.2% | +1,935.1% |
| All | +1,484.0% | +7,518.9% | -6,034.9% | +276.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling