+1,751.5%
CLS vs FIVE
+596.6%
+1,154.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.6% | +2.3% | +6.0% |
| 7D | -10.6% | +6.2% | -16.7% | -12.4% |
| 30D | -38.4% | +18.2% | -56.6% | -41.9% |
| 3M | -29.9% | +3.8% | -33.7% | -31.4% |
| 6M | -40.6% | +13.7% | -54.4% | -44.2% |
| YTD | -24.6% | +34.7% | -59.3% | -33.0% |
| 1Y | -30.8% | +66.6% | -97.4% | -42.6% |
| 3Y | +811.7% | +44.3% | +767.5% | +628.2% |
| 5Y | +1,838.4% | +18.8% | +1,819.7% | +1,482.0% |
| 10Y | +1,751.5% | +569.2% | +1,182.3% | +1,025.5% |
| All | +1,751.5% | +596.6% | +1,154.9% | +1,025.5% |
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