+1,761.1%
CLS vs AR
+52.4%
+1,708.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.3% | +4.0% | +7.5% |
| 7D | -13.9% | -5.8% | -8.1% | -12.7% |
| 30D | -38.2% | +4.8% | -43.0% | -38.7% |
| 3M | -28.8% | +1.5% | -30.3% | -29.2% |
| 6M | -40.4% | +4.7% | -45.1% | -41.4% |
| YTD | -24.3% | +9.2% | -33.5% | -26.9% |
| 1Y | -35.0% | +11.2% | -46.2% | -37.4% |
| 3Y | +778.7% | +46.2% | +732.4% | +707.3% |
| 5Y | +1,884.8% | +98.1% | +1,786.8% | +1,599.4% |
| 10Y | +1,761.1% | +54.5% | +1,706.6% | +1,093.3% |
| All | +1,761.1% | +52.4% | +1,708.7% | +1,093.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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