+2,953.7%
CLS vs ALL
+361.5%
+2,592.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +5.0% | -4.3% | +9.3% | +6.5% |
| 30D | +4.8% | -3.6% | +8.4% | +5.8% |
| 3M | -10.4% | +13.2% | -23.6% | -15.7% |
| 6M | +20.8% | +22.5% | -1.7% | +9.2% |
| YTD | +10.0% | +22.7% | -12.7% | -1.5% |
| 1Y | +28.5% | +28.3% | +0.2% | +11.7% |
| 3Y | +1,292.2% | +152.0% | +1,140.2% | +708.0% |
| 5Y | +3,616.8% | +115.4% | +3,501.4% | +2,152.4% |
| All | +2,953.7% | +361.5% | +2,592.2% | +1,398.4% |
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