+911.5%
BE vs CLS
+2,431.2%
-1,519.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.5% | +6.9% |
| 7D | +20.0% | +4.6% | +15.4% | +16.4% |
| 30D | +7.9% | -13.9% | +21.8% | +17.3% |
| 3M | -13.2% | -26.6% | +13.4% | +4.2% |
| 6M | +53.5% | +15.4% | +38.0% | +40.2% |
| YTD | +191.0% | +5.7% | +185.4% | +178.3% |
| 1Y | +360.5% | +41.1% | +319.4% | +281.7% |
| 3Y | +1,568.0% | +1,228.6% | +339.4% | +218.4% |
| 5Y | +1,055.2% | +3,240.6% | -2,185.5% | +19.0% |
| All | +911.5% | +2,431.2% | -1,519.7% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling