+3,269.5%
CLS vs A
-12.8%
+3,282.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +4.6% | -1.9% | +6.5% | +5.5% |
| 30D | -13.9% | +6.9% | -20.8% | -16.9% |
| 3M | -26.6% | +9.2% | -35.8% | -30.1% |
| 6M | +15.4% | +25.7% | -10.3% | +1.1% |
| YTD | +5.7% | +11.5% | -5.9% | -1.7% |
| 1Y | +41.1% | +18.4% | +22.8% | +27.3% |
| 3Y | +1,228.6% | +26.6% | +1,202.0% | +1,034.0% |
| All | +3,269.5% | -12.8% | +3,282.3% | +3,304.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling