+218.3%
C vs CLS
+1,924.3%
-1,706.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.5% | -6.9% | -0.6% |
| 7D | -0.4% | +2.8% | -3.2% | -1.4% |
| 30D | -5.3% | -30.1% | +24.8% | +2.6% |
| 3M | -8.0% | -21.7% | +13.7% | -4.3% |
| 6M | -0.3% | -36.2% | +36.0% | +7.0% |
| YTD | +8.6% | -17.8% | +26.5% | +5.2% |
| 1Y | +25.8% | -26.8% | +52.6% | +24.1% |
| 3Y | +221.2% | +853.4% | -632.2% | +11.3% |
| 5Y | +113.6% | +2,005.0% | -1,891.5% | -49.9% |
| 10Y | +218.3% | +1,929.4% | -1,711.1% | -46.4% |
| All | +218.3% | +1,924.3% | -1,706.0% | -46.4% |
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