+732.7%
CLS vs FIVE
+34.8%
+697.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -22.2% | -0.3% | -21.9% | -22.2% |
| 30D | -44.4% | +17.7% | -62.0% | -47.4% |
| 3M | -34.3% | +4.0% | -38.3% | -35.8% |
| 6M | -50.1% | +2.6% | -52.7% | -51.3% |
| YTD | -30.1% | +27.6% | -57.7% | -36.6% |
| 1Y | -39.3% | +59.9% | -99.3% | -48.8% |
| 3Y | +732.7% | +35.8% | +696.9% | +433.6% |
| All | +732.7% | +34.8% | +697.9% | +433.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling