+838.1%
CLS vs AA
+67.6%
+770.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.6% |
| 7D | +16.3% | +0.5% | +15.8% | +16.1% |
| 30D | -25.7% | -0.6% | -25.1% | -25.2% |
| 3M | -30.9% | -19.7% | -11.2% | -23.8% |
| 6M | -35.5% | -41.6% | +6.1% | -18.7% |
| YTD | -18.7% | -24.6% | +5.9% | -10.2% |
| 1Y | -17.9% | +4.9% | -22.8% | -21.8% |
| 3Y | +838.1% | +66.8% | +771.3% | +652.4% |
| All | +838.1% | +67.6% | +770.5% | +652.4% |
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