+1,929.4%
CLS vs FIVE
+535.9%
+1,393.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.1% | +9.6% | +8.9% |
| 7D | +2.8% | -0.5% | +3.3% | +3.1% |
| 30D | -30.1% | +17.4% | -47.5% | -33.9% |
| 3M | -21.7% | +7.0% | -28.8% | -24.3% |
| 6M | -36.2% | +20.5% | -56.7% | -41.2% |
| YTD | -17.8% | +33.1% | -50.9% | -26.7% |
| 1Y | -26.8% | +67.1% | -93.9% | -39.4% |
| 3Y | +853.4% | +41.9% | +811.5% | +665.1% |
| 5Y | +2,005.0% | +21.1% | +1,984.0% | +1,606.5% |
| 10Y | +1,929.4% | +518.8% | +1,410.6% | +1,133.8% |
| All | +1,929.4% | +535.9% | +1,393.5% | +1,133.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling