+207.2%
C vs CLS
+2,031.1%
-1,824.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -1.3% |
| 7D | +4.7% | +23.5% | -18.8% | -1.1% |
| 30D | +0.2% | -28.9% | +29.1% | +8.2% |
| 3M | -9.3% | -25.2% | +15.8% | -4.4% |
| 6M | -0.8% | -32.1% | +31.2% | +4.6% |
| YTD | +8.5% | -14.1% | +22.6% | +3.8% |
| 1Y | +23.1% | -24.1% | +47.2% | +20.3% |
| 3Y | +220.8% | +897.0% | -676.2% | +9.8% |
| 5Y | +112.4% | +2,089.9% | -1,977.5% | -50.7% |
| All | +207.2% | +2,031.1% | -1,824.0% | -49.0% |
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