+4,048.1%
CLS vs FIVE
+868.1%
+3,179.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.6% |
| 7D | +4.6% | +4.3% | +0.3% | +3.3% |
| 30D | -13.9% | +12.5% | -26.4% | -17.2% |
| 3M | -26.6% | +31.2% | -57.8% | -32.5% |
| 6M | +15.4% | +14.4% | +1.0% | +10.0% |
| YTD | +5.7% | +33.9% | -28.2% | -3.7% |
| 1Y | +41.1% | +65.1% | -23.9% | +21.5% |
| 3Y | +1,228.6% | +49.0% | +1,179.6% | +995.9% |
| 5Y | +3,240.6% | +30.3% | +3,210.3% | +2,661.2% |
| 10Y | +2,760.3% | +481.1% | +2,279.2% | +1,664.3% |
| All | +4,048.1% | +868.1% | +3,179.9% | +2,061.3% |
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