+838.1%
CLS vs A
+64.5%
+773.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.7% |
| 7D | +16.3% | -0.5% | +16.7% | +16.5% |
| 30D | -25.7% | 0.0% | -25.6% | -25.3% |
| 3M | -30.9% | +16.7% | -47.6% | -35.7% |
| 6M | -35.5% | +54.8% | -90.3% | -48.9% |
| YTD | -18.7% | +28.8% | -47.5% | -28.8% |
| 1Y | -17.9% | +19.3% | -37.2% | -24.6% |
| 3Y | +838.1% | +65.5% | +772.6% | +741.3% |
| All | +838.1% | +64.5% | +773.6% | +741.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling