+2,089.9%
CLS vs AR
+101.6%
+1,988.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.2% |
| 7D | +23.5% | +6.4% | +17.1% | +21.2% |
| 30D | -28.9% | +3.1% | -32.0% | -29.5% |
| 3M | -25.2% | +3.3% | -28.4% | -26.2% |
| 6M | -32.1% | +6.6% | -38.6% | -34.4% |
| YTD | -14.1% | +12.3% | -26.4% | -20.0% |
| 1Y | -24.1% | +12.3% | -36.4% | -29.1% |
| 3Y | +897.0% | +50.4% | +846.5% | +758.6% |
| 5Y | +2,089.9% | +101.0% | +1,988.9% | +1,606.1% |
| All | +2,089.9% | +101.6% | +1,988.3% | +1,606.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling