+891.5%
CLS vs ALL
+117.0%
+774.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +5.2% |
| 7D | +23.5% | 0.0% | +23.5% | +23.5% |
| 30D | -28.9% | +12.8% | -41.7% | -25.7% |
| 3M | -25.2% | +4.7% | -29.8% | -23.1% |
| 6M | -32.1% | +24.9% | -57.0% | -27.2% |
| YTD | -14.1% | +30.0% | -44.1% | -7.1% |
| 1Y | -24.1% | +29.9% | -54.0% | -17.9% |
| All | +891.5% | +117.0% | +774.6% | +989.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling