+2,944.0%
CLS vs A
+237.5%
+2,706.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.7% | +8.3% | +7.0% |
| 7D | +12.8% | -2.1% | +14.8% | +13.8% |
| 30D | +3.8% | +0.6% | +3.2% | +3.1% |
| 3M | -14.6% | +10.9% | -25.5% | -19.8% |
| 6M | +32.2% | +28.2% | +4.1% | +13.5% |
| YTD | +11.6% | +8.6% | +3.1% | +4.5% |
| 1Y | +35.1% | +15.5% | +19.5% | +22.2% |
| 3Y | +1,312.5% | +31.8% | +1,280.7% | +1,065.4% |
| 5Y | +3,542.1% | -14.9% | +3,556.9% | +3,616.5% |
| 10Y | +2,944.0% | +237.8% | +2,706.2% | +1,504.3% |
| All | +2,944.0% | +237.5% | +2,706.6% | +1,504.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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