+1,980.9%
CLS vs FIVE
+16.7%
+1,964.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +16.3% | +2.7% | +13.6% | +15.3% |
| 30D | -25.7% | +12.7% | -38.3% | -28.8% |
| 3M | -30.9% | +2.1% | -32.9% | -32.1% |
| 6M | -35.5% | +17.5% | -53.0% | -40.1% |
| YTD | -18.7% | +31.0% | -49.7% | -27.3% |
| 1Y | -17.9% | +67.7% | -85.6% | -32.6% |
| 3Y | +838.1% | +43.4% | +794.7% | +627.5% |
| All | +1,980.9% | +16.7% | +1,964.1% | +1,550.5% |
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 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