+1,761.1%
CLS vs A
+312.5%
+1,448.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.1% |
| 7D | -13.9% | +1.4% | -15.2% | -14.3% |
| 30D | -38.2% | +4.3% | -42.5% | -39.3% |
| 3M | -28.8% | +19.8% | -48.6% | -35.2% |
| 6M | -40.4% | +54.4% | -94.8% | -53.5% |
| YTD | -24.3% | +31.7% | -56.0% | -35.7% |
| 1Y | -35.0% | +22.4% | -57.5% | -42.4% |
| 3Y | +778.7% | +67.7% | +711.0% | +540.7% |
| 5Y | +1,884.8% | +15.7% | +1,869.1% | +1,623.3% |
| 10Y | +1,761.1% | +308.7% | +1,452.4% | +727.5% |
| All | +1,761.1% | +312.5% | +1,448.6% | +727.5% |
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