-29.6%
CLS vs FIVE
+63.3%
-92.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +6.7% | -15.8% | -10.9% |
| 7D | -21.1% | +7.5% | -28.6% | -23.0% |
| 30D | -38.2% | +16.7% | -54.9% | -41.4% |
| 3M | -36.3% | +13.4% | -49.7% | -40.4% |
| 6M | -43.8% | +9.0% | -52.9% | -46.1% |
| YTD | -20.0% | +33.8% | -53.8% | -35.7% |
| 1Y | -29.6% | +61.2% | -90.8% | -54.8% |
| All | -29.6% | +63.3% | -92.8% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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