+977.1%
BE vs CLS
+2,603.4%
-1,626.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.5% |
| 7D | +23.9% | +20.1% | +3.8% | +10.9% |
| 30D | +27.8% | +6.0% | +21.8% | +23.5% |
| 3M | +3.7% | -10.3% | +14.0% | +10.9% |
| 6M | +78.0% | +24.5% | +53.5% | +54.4% |
| YTD | +209.9% | +12.9% | +197.1% | +185.0% |
| 1Y | +389.6% | +36.7% | +352.9% | +312.6% |
| 3Y | +1,730.6% | +1,328.1% | +402.5% | +234.8% |
| 5Y | +1,227.8% | +3,682.3% | -2,454.5% | +26.9% |
| All | +977.1% | +2,603.4% | -1,626.3% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling