+675.5%
BE vs CLS
+1,706.5%
-1,031.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.9% | +4.1% | +7.0% |
| 7D | -1.2% | -10.6% | +9.3% | +6.8% |
| 30D | -30.9% | -38.4% | +7.6% | -6.1% |
| 3M | -11.6% | -29.9% | +18.3% | +11.2% |
| 6M | -25.7% | -40.6% | +14.9% | +1.9% |
| YTD | +123.1% | -24.6% | +147.7% | +165.5% |
| 1Y | +43.4% | -30.8% | +74.2% | +81.9% |
| 3Y | +1,683.6% | +811.7% | +871.9% | +338.3% |
| 5Y | +465.4% | +1,838.4% | -1,373.0% | -17.3% |
| All | +675.5% | +1,706.5% | -1,031.0% | -24.5% |
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