+2,757.7%
CLS vs FIVE
+477.5%
+2,280.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.9% |
| 7D | +4.6% | +4.3% | +0.3% | +3.1% |
| 30D | -13.9% | +12.5% | -26.4% | -17.7% |
| 3M | -26.6% | +31.2% | -57.8% | -33.5% |
| 6M | +15.4% | +14.4% | +1.0% | +9.1% |
| YTD | +5.7% | +33.9% | -28.2% | -5.2% |
| 1Y | +41.1% | +65.1% | -23.9% | +18.3% |
| 3Y | +1,228.6% | +49.0% | +1,179.6% | +958.9% |
| 5Y | +3,240.6% | +30.3% | +3,210.3% | +2,563.8% |
| All | +2,757.7% | +477.5% | +2,280.2% | +1,728.1% |
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