+113.6%
C vs CLS
+2,049.7%
-1,936.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.5% | -6.9% | +0.1% |
| 7D | -0.4% | +2.8% | -3.2% | -1.1% |
| 30D | -5.3% | -30.1% | +24.8% | 0.0% |
| 3M | -8.0% | -21.7% | +13.7% | -5.5% |
| 6M | -0.3% | -36.2% | +36.0% | +4.8% |
| YTD | +8.6% | -17.8% | +26.5% | +6.7% |
| 1Y | +25.8% | -26.8% | +52.6% | +25.2% |
| 3Y | +221.2% | +853.4% | -632.2% | +55.2% |
| 5Y | +113.6% | +2,005.0% | -1,891.5% | -26.1% |
| All | +113.6% | +2,049.7% | -1,936.2% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling