+1,030.5%
CLS vs FFIV
+6,100.0%
-5,069.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.2% | +5.6% | +7.2% |
| 7D | -10.6% | -2.1% | -8.5% | -9.8% |
| 30D | -38.4% | -33.8% | -4.7% | -30.9% |
| 3M | -29.9% | -20.6% | -9.3% | -25.5% |
| 6M | -40.6% | -10.2% | -30.4% | -39.1% |
| YTD | -24.6% | +24.5% | -49.1% | -30.2% |
| 1Y | -30.8% | +29.3% | -60.1% | -36.7% |
| 3Y | +811.7% | +103.8% | +707.9% | +637.2% |
| 5Y | +1,838.4% | +40.9% | +1,797.6% | +1,636.8% |
| 10Y | +1,751.5% | +126.6% | +1,624.9% | +1,338.5% |
| All | +1,030.5% | +6,100.0% | -5,069.5% | +183.5% |
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