+2,104.6%
CLS vs ALL
+999.1%
+1,105.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +2.3% |
| 7D | -22.2% | -1.9% | -20.2% | -21.7% |
| 30D | -44.4% | +13.8% | -58.2% | -47.7% |
| 3M | -34.3% | -7.0% | -27.3% | -33.3% |
| 6M | -50.1% | +18.0% | -68.1% | -54.9% |
| YTD | -30.1% | +24.2% | -54.3% | -38.9% |
| 1Y | -39.3% | +31.2% | -70.5% | -48.4% |
| 3Y | +732.7% | +107.5% | +625.2% | +455.6% |
| 5Y | +1,777.2% | +144.8% | +1,632.4% | +1,026.6% |
| 10Y | +1,645.6% | +375.8% | +1,269.9% | +684.2% |
| All | +2,104.6% | +999.1% | +1,105.5% | +497.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling