+1,914.6%
CLS vs ALL
+377.9%
+1,536.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.5% |
| 7D | +16.3% | +5.0% | +11.3% | +14.5% |
| 30D | -25.7% | +13.3% | -39.0% | -29.0% |
| 3M | -30.9% | +3.2% | -34.0% | -32.2% |
| 6M | -35.5% | +25.3% | -60.8% | -42.3% |
| YTD | -18.7% | +30.5% | -49.1% | -29.3% |
| 1Y | -17.9% | +29.2% | -47.1% | -28.4% |
| 3Y | +838.1% | +119.1% | +719.0% | +490.7% |
| 5Y | +1,971.9% | +162.6% | +1,809.3% | +1,007.8% |
| All | +1,914.6% | +377.9% | +1,536.7% | +801.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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