+1,753.0%
CLS vs AA
+51.7%
+1,701.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.8% | +2.1% | +5.9% |
| 7D | -10.6% | +4.8% | -15.4% | -11.9% |
| 30D | -38.4% | -0.6% | -37.8% | -38.1% |
| 3M | -29.9% | -16.3% | -13.6% | -25.7% |
| 6M | -40.6% | -33.4% | -7.2% | -32.0% |
| YTD | -24.6% | -20.7% | -3.9% | -19.7% |
| 1Y | -30.8% | +12.9% | -43.7% | -34.3% |
| 3Y | +811.7% | +75.7% | +736.0% | +626.0% |
| 5Y | +1,838.4% | -6.8% | +1,845.2% | +1,612.9% |
| All | +1,753.0% | +51.7% | +1,701.3% | +869.9% |
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