+2,029.3%
CLS vs AA
+44.7%
+1,984.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +5.1% |
| 7D | +23.5% | +5.3% | +18.2% | +21.4% |
| 30D | -28.9% | -2.3% | -26.7% | -28.1% |
| 3M | -25.2% | -20.8% | -4.3% | -18.9% |
| 6M | -32.1% | -39.8% | +7.7% | -19.5% |
| YTD | -14.1% | -23.3% | +9.2% | -7.4% |
| 1Y | -24.1% | +1.8% | -25.9% | -25.4% |
| 3Y | +897.0% | +69.5% | +827.4% | +703.4% |
| 5Y | +2,089.9% | -18.0% | +2,107.9% | +1,919.5% |
| All | +2,029.3% | +44.7% | +1,984.7% | +1,031.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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