+2,104.6%
CLS vs AA
+44.6%
+2,059.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.6% |
| 7D | -22.2% | +0.9% | -23.1% | -22.4% |
| 30D | -44.4% | -6.7% | -37.7% | -42.7% |
| 3M | -34.3% | -16.3% | -17.9% | -30.0% |
| 6M | -50.1% | -37.1% | -12.9% | -40.7% |
| YTD | -30.1% | -25.0% | -5.1% | -23.7% |
| 1Y | -39.3% | +8.6% | -47.9% | -42.3% |
| 3Y | +732.7% | +57.2% | +675.5% | +557.5% |
| 5Y | +1,777.2% | -13.0% | +1,790.2% | +1,550.5% |
| 10Y | +1,645.6% | +65.5% | +1,580.1% | +827.7% |
| All | +2,104.6% | +44.6% | +2,059.9% | +693.9% |
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 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