-35.3%
CLS vs FIVE
+63.1%
-98.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.6% | +2.3% | +6.0% |
| 7D | -10.6% | +6.2% | -16.7% | -12.2% |
| 30D | -38.4% | +18.2% | -56.6% | -41.8% |
| 3M | -29.9% | +3.8% | -33.7% | -31.0% |
| 6M | -40.6% | +13.7% | -54.4% | -44.6% |
| YTD | -24.6% | +34.7% | -59.3% | -40.4% |
| All | -35.3% | +63.1% | -98.5% | -62.4% |
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