+2,644.8%
CLS vs FIVE
+822.5%
+1,822.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -47.1% |
| 3M | -34.3% | +4.0% | -38.3% | -35.6% |
| 6M | -50.1% | +2.6% | -52.7% | -51.2% |
| YTD | -30.1% | +27.6% | -57.7% | -35.8% |
| 1Y | -39.3% | +59.9% | -99.3% | -47.6% |
| 3Y | +732.7% | +35.8% | +696.9% | +600.1% |
| 5Y | +1,777.2% | +14.4% | +1,762.8% | +1,496.8% |
| 10Y | +1,645.6% | +576.1% | +1,069.5% | +959.7% |
| All | +2,644.8% | +822.5% | +1,822.3% | +1,341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling