+549.1%
CLS vs A
+566.3%
-17.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.1% | +4.8% | +6.3% |
| 7D | -10.6% | +4.8% | -15.3% | -12.4% |
| 30D | -38.4% | +5.6% | -44.1% | -39.8% |
| 3M | -29.9% | +23.6% | -53.5% | -36.8% |
| 6M | -40.6% | +56.4% | -97.0% | -53.2% |
| YTD | -24.6% | +33.4% | -58.0% | -35.8% |
| 1Y | -30.8% | +23.7% | -54.5% | -38.7% |
| 3Y | +811.7% | +71.0% | +740.7% | +577.6% |
| 5Y | +1,838.4% | +16.8% | +1,821.6% | +1,598.0% |
| 10Y | +1,751.5% | +323.8% | +1,427.7% | +741.3% |
| All | +549.1% | +566.3% | -17.2% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling