+3,231.7%
CLS vs AA
+82.3%
+3,149.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.6% |
| 7D | +4.6% | -0.7% | +5.3% | +4.8% |
| 30D | -13.9% | +5.0% | -18.9% | -15.9% |
| 3M | -26.6% | -35.8% | +9.3% | -13.8% |
| 6M | +15.4% | -18.4% | +33.8% | +22.7% |
| YTD | +5.7% | -5.5% | +11.1% | +5.4% |
| 1Y | +41.1% | +61.0% | -19.8% | +14.6% |
| 3Y | +1,228.6% | +66.2% | +1,162.4% | +913.8% |
| 5Y | +3,240.6% | +11.4% | +3,229.3% | +2,533.7% |
| 10Y | +2,760.3% | +116.9% | +2,643.5% | +1,259.2% |
| All | +3,231.7% | +82.3% | +3,149.4% | +996.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling