+1,840.1%
CLS vs FIVE
+20.4%
+1,819.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -13.9% | +7.3% | -21.2% | -15.9% |
| 30D | -38.2% | +18.1% | -56.2% | -41.7% |
| 3M | -28.8% | +7.7% | -36.5% | -31.3% |
| 6M | -40.4% | +13.6% | -54.0% | -44.0% |
| YTD | -24.3% | +34.6% | -58.8% | -32.9% |
| 1Y | -35.0% | +66.2% | -101.3% | -46.3% |
| 3Y | +778.7% | +43.5% | +735.2% | +582.2% |
| All | +1,840.1% | +20.4% | +1,819.8% | +1,411.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling