+668.0%
BE vs CLS
+1,847.6%
-1,179.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.4% | +0.5% | -1.5% |
| 7D | +10.8% | +16.3% | -5.5% | +1.1% |
| 30D | -19.8% | -25.7% | +5.9% | -3.1% |
| 3M | -18.7% | -30.9% | +12.1% | +2.9% |
| 6M | -33.7% | -35.5% | +1.7% | -13.7% |
| YTD | +121.0% | -18.7% | +139.7% | +151.0% |
| 1Y | +85.4% | -17.9% | +103.3% | +111.0% |
| 3Y | +1,709.5% | +838.1% | +871.4% | +337.6% |
| 5Y | +462.2% | +1,971.9% | -1,509.7% | -21.1% |
| All | +668.0% | +1,847.6% | -1,179.7% | -28.7% |
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