+2,944.0%
CLS vs AA
+121.7%
+2,822.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.1% | +4.4% |
| 7D | +12.8% | +1.7% | +11.1% | +12.2% |
| 30D | +3.8% | +3.3% | +0.5% | +2.2% |
| 3M | -14.6% | -29.4% | +14.8% | -4.9% |
| 6M | +32.2% | -12.8% | +45.1% | +36.8% |
| YTD | +11.6% | -2.1% | +13.8% | +10.5% |
| 1Y | +35.1% | +62.8% | -27.7% | +12.6% |
| 3Y | +1,312.5% | +90.5% | +1,222.1% | +982.5% |
| 5Y | +3,542.1% | +19.1% | +3,523.0% | +2,831.4% |
| 10Y | +2,944.0% | +124.8% | +2,819.2% | +1,355.9% |
| All | +2,944.0% | +121.7% | +2,822.3% | +1,355.9% |
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