+732.7%
CLS vs AA
+52.9%
+679.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.8% |
| 7D | -22.2% | +0.9% | -23.1% | -22.5% |
| 30D | -44.4% | -6.7% | -37.7% | -42.4% |
| 3M | -34.3% | -16.3% | -17.9% | -29.4% |
| 6M | -50.1% | -37.1% | -12.9% | -39.1% |
| YTD | -30.1% | -25.0% | -5.1% | -22.7% |
| 1Y | -39.3% | +8.6% | -47.9% | -43.0% |
| 3Y | +732.7% | +57.2% | +675.5% | +576.3% |
| All | +732.7% | +52.9% | +679.8% | +576.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling