+2,737.0%
CLS vs AR
-27.2%
+2,764.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +4.6% | +2.5% | +2.1% | +4.1% |
| 30D | -13.9% | +14.8% | -28.7% | -16.3% |
| 3M | -26.6% | +6.2% | -32.8% | -27.8% |
| 6M | +15.4% | +4.3% | +11.1% | +13.3% |
| YTD | +5.7% | +14.4% | -8.7% | +1.4% |
| 1Y | +41.1% | +21.3% | +19.8% | +33.7% |
| 3Y | +1,228.6% | +39.8% | +1,188.8% | +1,130.3% |
| 5Y | +3,240.6% | +142.1% | +3,098.6% | +2,674.9% |
| 10Y | +2,760.3% | +52.0% | +2,708.3% | +1,923.5% |
| All | +2,737.0% | -27.2% | +2,764.2% | +2,081.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling