+3,269.5%
CLS vs FIVE
+31.2%
+3,238.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.9% |
| 7D | +4.6% | +4.3% | +0.3% | +3.0% |
| 30D | -13.9% | +12.5% | -26.4% | -17.9% |
| 3M | -26.6% | +31.2% | -57.8% | -33.8% |
| 6M | +15.4% | +14.4% | +1.0% | +8.7% |
| YTD | +5.7% | +33.9% | -28.2% | -5.7% |
| 1Y | +41.1% | +65.1% | -23.9% | +17.2% |
| 3Y | +1,228.6% | +49.0% | +1,179.6% | +924.0% |
| All | +3,269.5% | +31.2% | +3,238.2% | +2,506.8% |
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