+220.1%
C vs CLS
+1,765.4%
-1,545.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.9% | -5.4% | +0.4% |
| 7D | -0.9% | -10.6% | +9.6% | +1.6% |
| 30D | -5.4% | -38.4% | +33.0% | +6.1% |
| 3M | -9.2% | -29.9% | +20.7% | -2.7% |
| 6M | -1.8% | -40.6% | +38.8% | +7.4% |
| YTD | +6.7% | -24.6% | +31.3% | +5.7% |
| 1Y | +23.5% | -30.8% | +54.3% | +23.5% |
| 3Y | +219.8% | +811.7% | -592.0% | +11.5% |
| 5Y | +112.4% | +1,838.4% | -1,726.0% | -49.1% |
| 10Y | +220.1% | +1,751.5% | -1,531.4% | -44.8% |
| All | +220.1% | +1,765.4% | -1,545.4% | -44.8% |
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